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范胜君.条件
g
-期望的矩不等式[J].数学年刊A辑,2009,30(6):771~776
条件
g
-期望的矩不等式
Moment Inequality for Conditional
g
-Expectation
Received:April 13, 2009
DOI:
中文关键词
:
倒向随机微分方程,
g
-期望, 条件
g
-期望,矩不等式
英文关键词
:
Backward stochastic differential equation,
g
-Expectation, Conditional
g
-expectation, Moment inequality
基金项目
:
Author Name
Affiliation
E-mail
FAN Shengjun
Department of Mathematics
,
College of Science
,
China University of Mining and Technology
,
Xuzhou 221116
,
Jiangsu
,
China.
f_s_j@126.com
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中文摘要
:
找到了几个使条件
g
-期望的矩不等式在一般意义下成立的关于
g
和
g
-期望的充分条件.
英文摘要
:
This paper finds some sufficient conditions on
g
and
g
-expectation under which moment inequality for the conditional
g
-expectation holds in general.
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