Some apriori estimates of G-BSDEs and the G-martingale representation for a special case

Abstract

This paper presents the integral(or differential) form of G-BSDEs, gives some kind of apriori estimates of their solutions, and under a very strong condition, proves the G-martingale representation theorem, and the existence and uniqueness theorem of G-BSDEs.

References in corpus (3)

• A New Central Limit Theorem under Sublinear Expectations
• Law of Large Numbers and Central Limit Theorem under Nonlinear Expectations
• A Complete Representation Theorem for $G$-martingales