Concepts of g-supersolution, g-manrtingale, g-supermartingale are introduced, which are related to BSDE with Brownian motion and Poisson point process. A strict comparison theorem, monotonic limit theorem related to t...Concepts of g-supersolution, g-manrtingale, g-supermartingale are introduced, which are related to BSDE with Brownian motion and Poisson point process. A strict comparison theorem, monotonic limit theorem related to this type of BSDE are also discussed. As an application of these results, a nonlinear Doob-Meyer decomposition theorem is obtained.展开更多
文摘Concepts of g-supersolution, g-manrtingale, g-supermartingale are introduced, which are related to BSDE with Brownian motion and Poisson point process. A strict comparison theorem, monotonic limit theorem related to this type of BSDE are also discussed. As an application of these results, a nonlinear Doob-Meyer decomposition theorem is obtained.
