Quadratic \(g\)-convexity, \(C\)-convexity and their relationships
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DOI10.1016/j.spa.2014.12.012zbMath1319.60125OpenAlexW2026938283MaRDI QIDQ2342394
Publication date: 28 April 2015
Published in: Stochastic Processes and their Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.spa.2014.12.012
representation theorembackward stochastic differential equations\(C\)-convexitygenerator of quadratic growthquadratic \(g\)-convexity
Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Convexity of real functions in one variable, generalizations (26A51)
Related Items
A note on \(g\)-concave function, Representation theorem for generators of quadratic BSDEs, Comparison theorem for diagonally quadratic BSDEs
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