| Article ID | Journal | Published Year | Pages | File Type |
|---|---|---|---|---|
| 5774896 | Journal of Mathematical Analysis and Applications | 2017 | 11 Pages |
Abstract
In this paper, we study the integral representation of g-expectations with two kinds of terminal constraints, and obtain the corresponding necessary and sufficient conditions.
Related Topics
Physical Sciences and Engineering
Mathematics
Analysis
Authors
Xiaojuan Li,