Representation Theorem for Generators of Quadratic BSDEs
Author:
Publisher
Springer Science and Business Media LLC
Subject
Applied Mathematics
Link
http://link.springer.com/content/pdf/10.1007/s10255-018-0772-8.pdf
Reference19 articles.
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3. Coquet, F., Hu, Y., Mémin, J., Peng, S. A general converse comparison theorem for BSDEs. C. R. Acad. Sci. Paris, Ser. I, 333: 577–581 (2001)
4. Fan, S.J., Jiang, L. A representation theorem for generators of BSDEs with continuous linear-growth generators in the space of processes. Journal of Computational and Applied mathematics, 235(3): 686–695 (2010)
5. Fan, S., Jiang, L., Xu, Y. Representation theorem for generators of BSDEs with monotonic and polynomialgrowth generators in the space of processes. Electronic Journal of Probability, 16(27): 830–834 (2011)
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