<i>g</i>-Expectation for Conformable Backward Stochastic Differential Equations
In this paper, we study the applications of conformable backward stochastic differential equations driven by Brownian motion and compensated random measure in nonlinear expectation. From the comparison theorem, we introduce the concept of <i>g</i>-expectation and give related properties...
| Main Authors: | , , , |
|---|---|
| Format: | Article |
| Language: | English |
| Published: |
MDPI AG
2022-02-01
|
| Series: | Axioms |
| Subjects: | |
| Online Access: | https://www.mdpi.com/2075-1680/11/2/75 |