基于g-期望的一些不等式

Some inequalities of g-expectation

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摘要给出了由倒向随机微分方程定义的g-期望的一些不等式. Some inequalities of g-expectation which is defined by backward stochastic differential equation were obtained.

作者杨丽刘洪霞王向荣

机构地区山东科技大学信息科学与工程学院

出处《山东理工大学学报（自然科学版）》 CAS 2007年第6期46-48,共3页 Journal of Shandong University of Technology:Natural Science Edition

关键词倒向随机微分方程 G-期望 HLDER不等式 MINKOWSKI不等式 backward stochastic differential equation g-expectation Hǒlder inequality Minkowski inequality

参考文献4

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山东理工大学学报（自然科学版）

2007年第6期

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