%0 Journal Article
%T Nonlinear Doob-Meyer Decomposition for g-supermartingales without Lipschitz Condition on g<br>非Lipschitz条件下g上鞅的非线性DoobMeyer分解
%A Lin Qingquan
%A <br>林清泉
%J 数学物理学报(A辑)
%D 2004
%I 
%X The author discusses nonlinear Doob-meyer decomposition for g-supermartingales with nonlipschitz condition on g. In order to get the result the author investegates the existence and uniqueness of solution for a class BSDEs with the same driftcoefficient g, the comparison theorem, and lastly the limitation theorem of g-supersolution.
%K Doob-Meyer Decomposition
%K g-supersolution
%K g-supermartingale
%K Lipschitz condition<br>Doob-Meyer分解
%K g-上解
%K g-上鞅
%K Lipschitz条件
%U http://www.alljournals.cn/get_abstract_url.aspx?pcid=6E709DC38FA1D09A4B578DD0906875B5B44D4D294832BB8E&cid=37F46C35E03B4B86&jid=4DB553CDB5F521D8C921082E5C95EC80&aid=6F2679804237CC17&yid=D0E58B75BFD8E51C&vid=E158A972A605785F&iid=94C357A881DFC066&sid=4081E94A71AB3C30&eid=6341CCF6B158C5F9&journal_id=1003-3998&journal_name=数学物理学报(A辑)&referenced_num=2&reference_num=8