Representation theorems for generators of BSDEs in L_p spaces

DOI10.1007/S10255-012-0143-9zbMATH Open1355.60081OpenAlexW2022116739MaRDI QIDQ511167FDOQ511167

Zengjing Chen, Li Song, Feng Hu

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)

Cites Work

• Title not available (Why is that?)
• \(L^p\) solutions of backward stochastic differential equations.
• Backward Stochastic Differential Equations in Finance
• Adapted solution of a backward stochastic differential equation
• A converse comparison theorem for BSDEs and related properties of \(g\)-expectation
• Representation theorems for generators of backward stochastic differential equations and their applications
• Representation theorems for generators of backward stochastic differential equations

Cited In (3)

• Representation theorems of monotonicity generators for BSDEs via L^p (p > 1) solutions in general time intervals
• Representation theorem for generators of quadratic BSDEs
• Representation theorem and viability property for multidimensional BSDEs and their applications

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