Representation theorems for generators of backward stochastic differential equations

DOI10.1016/j.crma.2004.10.023zbMath1067.60043MaRDI 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 generator; representation of the driver

Mathematics Subject Classification ID

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

Related Items

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, A limit theorem for solutions to BSDEs in the space of processes, Representation theorem for generators of quadratic BSDEs, Representation theorem for generators of BSDEs driven by \(G\)-Brownian motion and its applications, 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, A relationship between the conditional \(g\)-evaluation system and the generator \(g\) and its applica\-tions

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