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A representation theorem for generators of BSDEs with finite or infinite time intervals and linear-growth generators

Under the most elementary conditions on stochastic differential equations and some milder conditions on backward stochastic differential equations with finite or infinite time intervals and linear-growth generators, a representation theorem of generators and a converse comparison theorem of solutions are established in this paper.
Year of publication:
2013
Authors: Zhang, HengMin ; Fan, ShengJun
Published in:
Statistics & Probability Letters. - Elsevier, ISSN 0167-7152. - Vol. 83.2013, 3, p. 724-734
Publisher: Elsevier
Subject: Backward stochastic differential equation | Finite or infinite time intervals | Representation theorem | Converse comparison theorem
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Type of publication: Article
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Persistent link: https://www.econbiz.de/10010616881
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