Several inequalities of the $\vec g$-expectation

YANG Cong; JIANG Long

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Mar. 2013

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YANG Cong, JIANG Long. Several inequalities of the $\vec g$-expectation[J]. Journal of East China Normal University (Natural Sciences), 2013, (2): 111-115, 123.

Citation:

YANG Cong, JIANG Long. Several inequalities of the $\vec g$-expectation[J]. Journal of East China Normal University (Natural Sciences), 2013, (2): 111-115, 123.

YANG Cong, JIANG Long. Several inequalities of the $\vec g$-expectation[J]. Journal of East China Normal University (Natural Sciences), 2013, (2): 111-115, 123.

Citation:

YANG Cong, JIANG Long. Several inequalities of the $\vec g$-expectation[J]. Journal of East China Normal University (Natural Sciences), 2013, (2): 111-115, 123.

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Several inequalities of the $\vec g$-expectation

1.
School of Sciences, China University of Mining and Technology, Xuzhou Jiangsu 221116, China

Received Date: 2012-03-01
Rev Recd Date: 2012-06-01
Publish Date: 2013-03-25

Abstract

Abstract

Based on the related properties of the backward stochastic differential equations and the $g$-expectation, Markov inequality, Chebyshev inequality and Cantelli inequality of the $g$-expectation were proved.
- BSDE,
- $g$-expectation,
- Markov inequality,
- Chebyshev inequality,
- Cantelli inequality

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References(1)

References

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