TY - JOUR AU - Z.-J. Zong PY - 2012/06/25 Y2 - 2024/03/28 TI - A comonotonic theorem for backward stochastic differential equations in $L^p$ and its applications JF - Ukrains’kyi Matematychnyi Zhurnal JA - Ukr. Mat. Zhurn. VL - 64 IS - 6 SE - Research articles DO - UR - https://umj.imath.kiev.ua/index.php/umj/article/view/2614 AB - We study backward stochastic differential equations (BSDEs) under weak assumptions on the data. We obtain a comonotonic theorem for BSDEs in $L^p,\quad 1, 1 < p ≤ 2$. As applications of this theorem, we study the relation between Choquet expectationsand minimax expectations and the relation between Choquet expectations and generalized Peng’s $g$-expectations. Theseresults generalize the known results of Chen et al. ER -