We derive sufficient conditions for the convex and monotonic g-stochastic ordering of diffusion processes under nonlinear g-expectations and g-evaluations. Our approach relies on comparison results for forward-backward stochastic differential equations and on several extensions of convexity, monotonicity and continuous dependence properties for the solutions of associated semilinear parabolic partial differential equations. Applications to contingent claim price comparison under different hedging portfolio constraints are provided.

中文翻译：

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g-期望的随机排序

我们推导出非线性 g 期望和 g 评估下扩散过程的凸和单调 g 随机排序的充分条件。我们的方法依赖于前后随机微分方程的比较结果，以及相关半线性抛物型偏微分方程解的凸性、单调性和连续相关属性的几个扩展。提供了不同套期保值组合约束下或有债权价格比较的应用。