Representation theorems for generators of backward stochastic differential equations
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Publication:1764117
DOI10.1016/j.crma.2004.10.023zbMath1067.60043MaRDI QIDQ1764117
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
60H10: Stochastic ordinary differential equations (aspects of stochastic analysis)
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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