Representation Theorem for Generators of BSDEs Driven by -Brownian Motion and Its Applications-Reference-Cited by-同舟云学术

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Representation Theorem for Generators of BSDEs Driven by -Brownian Motion and Its Applications

Published:2013 Issue: Volume:2013 Page:1-10
ISSN:1085-3375
Container-title:Abstract and Applied Analysis
language:en
Short-container-title:Abstract and Applied Analysis

Author:

He Kun,Hu Mingshang

Funder

National Natural Science Foundation of China

Publisher

Hindawi Limited

Subject

Applied Mathematics,Analysis

Link

http://downloads.hindawi.com/journals/aaa/2013/342038.pdf

Reference20 articles.

1. Adapted solution of a backward stochastic differential equation

2. Pitman Research Notes in Mathematics Series,1997

3. A property of backward stochastic differential equations

4. A Converse Comparison Theorem for BSDEs and Related Properties of g-Expectation

5. Representation theorems for generators of backward stochastic differential equations

Cited by 2 articles. 订阅此论文施引文献订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献

1. Jensen’s inequality for backward SDEs driven by G-Brownian motion;Archiv der Mathematik;2015-04-08

2. On Monotonicity and Order-Preservation for MultidimensionalG-Diffusion Processes;Stochastic Analysis and Applications;2014-12-06

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