A representation theorem for generators of BSDEs with finite or infinite time intervals and linear-growth generators

Author:

Zhang HengMin,Fan ShengJun

Publisher

Elsevier BV

Subject

Statistics, Probability and Uncertainty,Statistics and Probability

Reference12 articles.

1. A converse comparison theorem for BSDEs and related properties of g-expectation;Briand;Electronic Communications in Probability,2000

2. Lp solutions of backward stochastic differential equations;Briand;Stochastic Processes and their Applications,2003

3. Infinite time interval BSDEs and the convergence of g-martingales;Chen;Journal of the Australian Mathematical Society, Series A,2000

4. Backward stochastic differential equations in finance;El Karoui;Mathematical Finance,1997

5. A limit theorem for solutions to BSDEs in the space of processes;Fan;Statistics and Probability Letters,2008

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