Representation theorems for generators of backward stochastic differential equations

DOI10.1016/j.crma.2004.10.023zbMath1067.60043OpenAlexW1978045179MaRDI QIDQ1764117

Long Jiang

Publication date: 23 February 2005

Published in: Comptes Rendus. Mathématique. Académie des Sciences, Paris (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.crma.2004.10.023

zbMATH Keywords

Lebesgue generatorrepresentation of the driver

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10)

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A relationship between the conditional \(g\)-evaluation system and the generator \(g\) and its applica\-tions, A limit theorem for solutions to BSDEs in the space of processes, Representation theorems for generators of BSDEs in \(L_p\) spaces, A representation theorem for generators of BSDEs with continuous linear-growth generators in the space of processes, Representation theorem for generators of BSDEs driven by \(G\)-Brownian motion and its applications, Representation theorem for generators of quadratic BSDEs, Representation theorems for generators of BSDEs and the extended \(g\)-expectations in probability spaces with general filtration, Representation theorems for generators of BSDEs with monotonic and convex growth generators

Cites Work

• Adapted solution of a backward stochastic differential equation
• A converse comparison theorem for BSDEs and related properties of \(g\)-expectation
• Some results on the uniqueness of generators of backward stochastic differential equations
• A general converse comparison theorem for backward stochastic differential equations
• A property of backward stochastic differential equations