L^p solutions of infinite time interval BSDEs and the corresponding g-expectations and g-martingales

In this paper we study the existence and uniqueness theorem for L^p (1 p 2) solutions for a class of infinite time interval backward stochastic differential equations (BSDEs). Furthermore, we introduce generalized g -expectations and generalized g -martingales via the Lp solutions and prove the stability theorem of generalized g -expectations.