The authors study the continuous properties of square integrable g-martingales via backward stochastic differential equations (shortly BSDEs) and get a general upcrossing inequality and an optional stopping theorem fo...The authors study the continuous properties of square integrable g-martingales via backward stochastic differential equations (shortly BSDEs) and get a general upcrossing inequality and an optional stopping theorem for g-martingales.展开更多
基金Project supported by the National Natural Science Foundation of China (No.79790130).
文摘The authors study the continuous properties of square integrable g-martingales via backward stochastic differential equations (shortly BSDEs) and get a general upcrossing inequality and an optional stopping theorem for g-martingales.
