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A Converse Comparison Theorem for g-Expectations

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作者 LongJiang
出处 《Acta Mathematicae Applicatae Sinica》 SCIE CSCD 2004年第4期701-706,共6页 应用数学学报(英文版)
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  • 1Briand, P., Coquet, F., Hu, Y., Memin, J., Peng, S. A converse comparison theorem for BSDEs and related properties of g-expectation. Electon. Comm. Probab. 5:101-117 (2000) 被引量:1
  • 2Chen, Z. A 15roperty of backward stochastic differential equations.C.R: Acad. Sci. Paris, Serie I, 326(4):483-488 (1998) 被引量:1
  • 3Coquet, F., Hu, Y., Memin, J., Peng, S. A general converse comparison theorem for backward stochastic differential equations. C.R. Acad. Sci. Paris, Serie I, 333:577-581 (2001) 被引量:1
  • 4El Karoui, N., Peng, S., Quenez, M.C. Backward stochastic differential equations in finance. Math.Finance 7(1): 1-71 (1997) 被引量:1
  • 5Hewitt, E., Strombrg, K.R. Real and abstract analysis. Springer-Verlag, New York, 1978 被引量:1
  • 6Jiang, L. Some results on the uniqueness of generators of backward stochastic differential equations. C.R.Acad. Sci. Paris, S6rie I, 338(7): 575-580 (2004) 被引量:1
  • 7Pardoux, E., Peng, S. Adapted solution of a backward stochastic differential equation. Systems Control Letters, 14:55-61 (1990) 被引量:1
  • 8Peng, S. Backward stochastic differential equations and related g-expectation. In El. Karoui, N., Mazliak,L. (Eds.), Backward Stochastic Differential Equations, Pitman Research Notes in Math. Series, Longman Harlow, 364:141-159, 1997 被引量:1
  • 9Yan, J., Peng, S., Fang, S., Wu, L.M. Topics on stochastic analysis. Science publication, Beijing, 1997 (in Chinese) 被引量:1

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