Lenglart domination inequalities for g-expectations

In this paper, we consider a class of domination relations and investigate Lenglart domination inequalities for g-expectations introduced via backward stochastic differential equations.

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Year of publication:	2009
Authors:	Zhao, Guoqing
Published in:	Statistics & Probability Letters. - Elsevier, ISSN 0167-7152. - Vol. 79.2009, 22, p. 2338-2342
Publisher:	Elsevier

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Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10008474307