g-Expectation for Conformable Backward Stochastic Differential Equations

In this paper, we study the applications of conformable backward stochastic differential equations driven by Brownian motion and compensated random measure in nonlinear expectation. From comparison theorem, introduce concept g-expectation give related properties g-expectation. addition, find that can be deduced from generator g. Finally, extend Doob–Meyer decomposition theorem to more general cases.