| Moment inequality and Hölder inequality for BSDEs |
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| 基金项目： | Supported by the National Natural Science Foundation of China （No. 10671205, ） and Youth Foundation of China University of Mining and Technology （No. 2006A041, 2007A029）. |
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| 摘 要： | Under the Lipschitz and square integrable assumptions on the generator g of BSDEs, this paper proves that if g is positively homogeneous in （y, z） and is decreasing in y, then the Moment inequality for BSDEs with generator g holds in general, and if g is positively homogeneous and sub-additive in （y, z）, then the HSlder inequality and Minkowski inequality for BSDEs with generator g hold in general.
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| 关 键 词： | 随机微分 可积分 不等式 BSDEs |
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