Representation theorems of monotonicity generators for BSDEs via L^p (p > 1) solutions in general time intervals
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Cites work
- L^p (p 1) solutions of multidimensional BSDEs with monotone generators in general time intervals
- A converse comparison theorem for BSDEs and related properties of \(g\)-expectation
- A limit theorem for solutions to BSDEs in the space of processes
- A representation theorem for generators of BSDEs with continuous linear-growth generators in the space of processes
- A representation theorem for generators of BSDEs with finite or infinite time intervals and linear-growth generators
- A representation theorem for generators of BSDEs with general growth generators in y and its applications
- Adapted solution of a backward stochastic differential equation
- Backward stochastic differential equations with a uniformly continuous generator and related \(g\)-expectation
- Convexity, translation invariance and subadditivity for \(g\)-expectations and related risk measures
- scientific article; zbMATH DE number 1032935 (Why is no real title available?)
- Invariant representation for a stochastic differential operator by BSDEs with uniformly continuous coefficients and its applications
- Representation theorem for generators of BSDEs with monotonic and polynomial-growth generators in the space of processes
- Representation theorems for generators of BSDEs in \(L_p\) spaces
- Representation theorems for generators of BSDEs with monotonic and convex growth generators
Cited in
(8)- Representation of solutions to 2BSDEs in an extended monotonicity setting
- Representation theorems for generators of BSDEs with monotonic and convex growth generators
- A representation theorem of generators for BSDEs with an infinite time interval
- Comonotonic theorems of BSDEs with stochastic generators
- Representation theorems for generators of BSDEs in \(L_p\) spaces
- Monotonic limit theorem for \({L^p}\)-semimartingales on general time horizon
- \(\mathbb{L}^p\) \((p\geq 2)\)-solutions of generalized BSDEs with jumps and monotone generator in a general filtration
- Representation theorem and viability property for multidimensional BSDEs and their applications
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