{
  "id": "1511.08015",
  "version": "v1",
  "published": "2015-11-25T11:08:22.000Z",
  "updated": "2015-11-25T11:08:22.000Z",
  "title": "The G-convex Functions Based on the Nonlinear Expectations Defined by G-BSDEs",
  "authors": [
    "Kun He"
  ],
  "comment": "11 pages. arXiv admin note: text overlap with arXiv:1306.1929 by other authors",
  "categories": [
    "math.PR"
  ],
  "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.",
  "revisions": [
    {
      "version": "v1",
      "updated": "2015-11-25T11:08:22.000Z"
    }
  ],
  "analyses": {
    "subjects": [
      "60H10",
      "60H30"
    ],
    "keywords": [
      "g-convex functions",
      "nonlinear expectations",
      "backward stochastic differential equations driven",
      "brownian motions",
      "g-expectations"
    ],
    "note": {
      "typesetting": "TeX",
      "pages": 11,
      "language": "en",
      "license": "arXiv",
      "status": "editable",
      "adsabs": "2015arXiv151108015H"
    }
  }
}