Representation theorems for generators of backward stochastic differential equations and their applications
Author:
Publisher
Elsevier BV
Subject
Applied Mathematics,Modeling and Simulation,Statistics and Probability
Reference11 articles.
1. A converse comparison theorem for BSDEs and related properties of g-expectation;Briand;Electon. Comm. Probab.,2000
2. A property of backward stochastic differential equations;Chen;C.R. Acad. Sci. Paris, Série I,1998
3. Jensen's inequality for g-expectation: part 1;Chen;C.R. Acad. Sci. Paris, Série I,2003
4. Jensen's inequality for g-expectation: part 2;Chen;C.R. Acad. Sci. Paris, Série I,2003
5. A general converse comparison theorem for backward stochastic differential equations;Coquet;C.R. Acad. Sci. Paris, Série I,2001
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