Representation theorems for generators of BSDEs with monotonic and convex growth generators
Author:
Publisher
Elsevier BV
Subject
Statistics, Probability and Uncertainty,Statistics and Probability
Reference17 articles.
1. A converse comparison theorem for BSDEs and related properties of g-expectation;Briand;Electron. Commun. Probab.,2000
2. Quadratic BSDEs with convex generators and unbounded terminal conditions;Briand;Probab. Theory Related Fields,2008
3. A representation theorem for generators of BSDEs with continuous linear-growth generators in the space of processes;Fan;J. Comput. Appl. Math.,2010
4. Representation theorem for generators of BSDEs with monotonic and polynomial-growth generators in the space of processes;Fan;Electron. J. Probab.,2011
5. Real and Abstract Analysis;Hewitt,1978
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5. Representation Theorem for Generators of Quadratic BSDEs;Acta Mathematicae Applicatae Sinica, English Series;2018-07
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