|
|
|
|
Nonlinear decomposition of Doob-Meyer's type for continuous g-supermartingale with uniformly continuous coefficient
|
|
|
|
|
|
|
|
نویسنده
|
shi x. ,jiang l. ,ji r.
|
|
منبع
|
journal of applied mathematics - 2014 - دوره : 2014 - شماره : 0
|
|
چکیده
|
We prove that a continuous g -supermartingale with uniformly continuous coeffcient g on finite or infinite horizon,is a g -supersolution of the corresponding backward stochastic differential equation. it is a new nonlinear doob-meyer decomposition theorem for the g -supermartingale with continuous trajectory. © 2014 xuejun shi et al.
|
|
|
|
|
آدرس
|
college of science,china university of mining and technology,xuzhou, China, college of science,china university of mining and technology,xuzhou, China, college of science,china university of mining and technology,xuzhou, China
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Authors
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|