Nonlinear Doob-Meyer Decomposition for g-supermartingales without Lipschitz Condition on g
非Lipschitz条件下g上鞅的非线性DoobMeyer分解

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.