Representation theorem for generators of BSDEs driven by \(G\)-Brownian motion and its applications (Q2015381)
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scientific article
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| English | Representation theorem for generators of BSDEs driven by \(G\)-Brownian motion and its applications |
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Representation theorem for generators of BSDEs driven by \(G\)-Brownian motion and its applications (English)
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23 June 2014
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Summary: We obtain a representation theorem for the generators of BSDEs driven by \(G\)-Brownian motions and then we use the representation theorem to get a converse comparison theorem for \(G\)-BSDEs and some equivalent results for nonlinear expectations generated by \(G\)-BSDEs.
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backward stochastic differential equations
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\(G\)-Brownian motion
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representation theorem
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converse comparison theorem
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0.8631521463394165
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0.8506191372871399
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0.8408678770065308
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0.8397418260574341
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0.8322674036026001
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