2000 character limit reached
The G-convex Functions Based on the Nonlinear Expectations Defined by G-BSDEs
Published 25 Nov 2015 in math.PR | (1511.08015v1)
Abstract: In this paper, generalizing the definition of G-convex functions defined by Peng [9] during the construction of G-expectations and related properties, we define a group of G-convex functions based on the Backward Stochastic Differential Equations driven by G- Brownian motions.
Paper Prompts
Sign up for free to create and run prompts on this paper using GPT-5.
Top Community Prompts
Collections
Sign up for free to add this paper to one or more collections.
