Representation theorems for generators of BSDEs in L p spaces
Author:
Publisher
Springer Science and Business Media LLC
Subject
Applied Mathematics
Link
http://link.springer.com/content/pdf/10.1007/s10255-012-0143-9.pdf
Reference7 articles.
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2. Briand, P., Delyon, B., Hu, Y., Pardoux, E., Stoica, L. L p solutions of backward stochastic differential equations. Stoch. Proc. Appl., 108: 109–129 (2003)
3. El Karoui, N., Peng, S., Quenez, M.C. Backward stochastic differential equations in finance. Math. Finance, 7(1): 1–71 (1997)
4. Hewitt, E., Stromberg, K.R. Real and Abstract Analysis. Spring-Verlag, New York, 1978
5. Jiang, L. Representation theorems for generators of backward stochastic differential equations. C.R. Acad. Sci. Paris. Ser., I 340: 161–166 (2005)
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