| Article ID | Journal | Published Year | Pages | File Type |
|---|---|---|---|---|
| 1153847 | Statistics & Probability Letters | 2009 | 5 Pages |
Abstract
In this paper, we consider a class of domination relations and investigate Lenglart domination inequalities for g-expectations introduced via backward stochastic differential equations.
Related Topics
Physical Sciences and Engineering
Mathematics
Statistics and Probability
Authors
Guoqing Zhao,