<i>g</i>-Expectation for Conformable Backward Stochastic Differential Equations

In this paper, we study the applications of conformable backward stochastic differential equations driven by Brownian motion and compensated random measure in nonlinear expectation. From the comparison theorem, we introduce the concept of <i>g</i>-expectation and give related properties of <i>g</i>-...

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Autores principales:	Mei Luo, Michal Fečkan, Jin-Rong Wang, Donal O’Regan
Formato:	Artigo
Lenguaje:	Inglês
Publicado:	MDPI AG 2022-02-01
Colección:	Axioms
Materias:	nonlinear expectation <i>g</i>-expectation Doob–Meyer decomposition theorem
Acceso en línea:	https://www.mdpi.com/2075-1680/11/2/75
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