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arXiv:1511.08015 [math.PR]AbstractReferencesReviewsResources

The G-convex Functions Based on the Nonlinear Expectations Defined by G-BSDEs

Kun He

Published 2015-11-25Version 1

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.

Comments: 11 pages. arXiv admin note: text overlap with arXiv:1306.1929 by other authors
Categories: math.PR
Subjects: 60H10, 60H30
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