Journal of East China Normal University(Natural Sc ›› 2013, Vol. 2013 ›› Issue (2): 111-115, 123.

• Article • Previous Articles     Next Articles

Several inequalities of the $\vec g$-expectation

YANG Cong,  JIANG Long   

  1. School of Sciences, China University of Mining and Technology, Xuzhou Jiangsu 221116,  China
  • Received:2012-03-01 Revised:2012-06-01 Online:2013-03-25 Published:2013-03-20

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.

Key words: BSDE, $g$-expectation, Markov inequality, Chebyshev inequality, Cantelli inequality

CLC Number: