continuous coefficient
Recently Published Documents


TOTAL DOCUMENTS

19
(FIVE YEARS 1)

H-INDEX

5
(FIVE YEARS 0)

2014 ◽  
Vol 2014 ◽  
pp. 1-9
Author(s):  
Xuejun Shi ◽  
Long Jiang ◽  
Ronglin Ji

We prove that a continuousg-supermartingale with uniformly continuous coeffcientgon finite or infinite horizon, is ag-supersolution of the corresponding backward stochastic differential equation. It is a new nonlinear Doob-Meyer decomposition theorem for theg-supermartingale with continuous trajectory.


2007 ◽  
Vol 344 (6) ◽  
pp. 395-397 ◽  
Author(s):  
Guangyan Jia ◽  
Shige Peng

Sign in / Sign up

Export Citation Format

Share Document