倒向随机微分方程, g期望, 比较定理 , 条件g期望

Abstract: lder's inequality of gexpectation　is obtained when the generator of corresponding backward stochastic differential equation is subadditive and positive homogeneous.

Key words: comparison theorem , conditional gexpectation, gexpectation, backward stochastic differential equation

释恒璐, . 基于g-期望的Holder不等式[J]. J4, 2006, 41(4): 28-31 .

SHI Heng-lu, . Hlder's inequality of gexpectation[J]. J4, 2006, 41(4): 28-31 .

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