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Jensen＇s Inequality for Backward Stochastic Differential Equations

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摘要在g上的Lipschitz假设和方形的integrable假设下面，如果并且仅当g独立于y，作者证明Jensen的不平等为向后的随机的微分方程赞成发电机g，g(t，0)≡0并且g是超级的关于z同类。这结果为g期望在Jensen的不平等上概括已知的结果在[4，7-9]。

DOI 7j6v8327d0/460518

作者 Long JIANG

机构地区不详

出处《数学年刊：B辑英文版》 2006年5期

关键词向后随机微分方程 g期望 JENSEN不等式 BSDES

分类 [理学][基础数学]

出版日期 2006年05月15日（中国期刊网平台首次上网日期，不代表论文的发表时间）

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来源期刊

数学年刊：B辑英文版

数学年刊：B辑英文版

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向后随机微分方程 g期望 JENSEN不等式 BSDES

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