一般控制条件下过滤相容非线性期望的表示
Representation for filtration-consistent nonlinear expectations under a general domination condition
摘要：
本文研究了过滤相容非线性期望满足一般控制条件（由${\cal{E}}^ϕ$控制）的情形.证明了这类非线性期望可以用由倒向随机微分方程的解定义的$g$ -期望来表示，其生成元与$y$无关，在$z$中一致连续.
英文摘要：
In this paper, we consider filtration-consistent nonlinear expectations which satisfy a general domination condition (dominated by ${\cal{E}}^ϕ$). We show that this kind of nonlinear expectations can be represented by $g$-expectations defined by the solutions of backward stochastic differential equations, whose generators are independent on $y$ and uniformly continuous in $z$.
机构、总结、中文摘要均由AI分析而来，可能存在错误，请以论文正文为准。
