Representation theorems for generators of BSDEs in L_p spaces

DOI10.1007/S10255-012-0143-9MaRDI QIDQ511167zbMATH OpenOpenAlexFDO

Authors Li Song, Feng Hu, Zengjing Chen

Publication date 14 February 2017

Published in Acta Mathematicae Applicatae Sinica. English Series (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s10255-012-0143-9

zbMATH Keywords

generatorbackward stochastic differential equationrepresentation theorem

Mathematics Subject Classification ID

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

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Cites work

• scientific article; zbMATH DE number 3222151 (Why is no real title available?)
• A converse comparison theorem for BSDEs and related properties of \(g\)-expectation
• Adapted solution of a backward stochastic differential equation
• Backward Stochastic Differential Equations in Finance
• Representation theorems for generators of backward stochastic differential equations
• Representation theorems for generators of backward stochastic differential equations and their applications
• \(L^p\) solutions of backward stochastic differential equations.

Cited in

(5)

• Representation theorems of monotonicity generators for BSDEs via \(L^p\) (\(p > 1\)) solutions in general time intervals
• A representation theorem for generators of backward stochastic differential equations and its application
• Representation theorem for generators of quadratic BSDEs
• Representation theorem and viability property for multidimensional BSDEs and their applications
• A representation theorem of generators for BSDEs with an infinite time interval

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