Representation theorems for generators of backward stochastic differential equations and their applications (Q2575812): Difference between revisions

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+MaRDI publication profile
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+https://doi.org/10.1016/j.spa.2005.06.008
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+W2051720297
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@@ Property / cites work @@
+A converse comparison theorem for BSDEs and related properties of \(g\)-expectation
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+A property of backward stochastic differential equations
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+Jensen's inequality for \(g\)-expectation. I
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+Jensen's inequality for \(g\)-expectation. II
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+A general converse comparison theorem for backward stochastic differential equations
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+Backward Stochastic Differential Equations in Finance
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+Some results on the uniqueness of generators of backward stochastic differential equations
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+Forward-backward stochastic differential equations and their applications
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+Adapted solution of a backward stochastic differential equation
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