A Relationship Between the Conditional g-Evaluation System and the Generator g and Its Applications
Author:
Publisher
Springer Science and Business Media LLC
Subject
Applied Mathematics,General Mathematics
Link
http://link.springer.com/content/pdf/10.1007/s10114-007-0943-7.pdf
Reference13 articles.
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3. Briand, P., Coquet, F., Hu, Y., Mémin, J., Peng, S.: A converse comparison theorem for BSDEs and related properties of g-expectation. Election. Comm. Proab., 5, 101–117 (2000)
4. Jiang, L.: Some results on the uniqueness of generators of backward stochastic differential equations. C. R. Acad. Sci. Paris., Série I, 338, 575–580 (2004)
5. Chen, Z., Kulperger, R., Jiang, L.: Jensen's inequality for g-expectation: part 1. C. R. Acad. Sci. Paris., Série I, 337, 725–730 (2003)
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1. Representation Theorem for Generators of BSDEs with Monotonic and Polynomial-Growth Generators in the Space of Processes;Electronic Journal of Probability;2011-01-01
2. A representation theorem for generators of BSDEs with continuous linear-growth generators in the space of processes;Journal of Computational and Applied Mathematics;2010-12
3. A note on Jensen’s inequality for BSDEs;Acta Mathematica Sinica, English Series;2009-09-15
4. A limit theorem for solutions to BSDEs in the space of processes;Statistics & Probability Letters;2008-06
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