Representation theorems for generators of BSDEs with monotonic and convex growth generators
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DOI: 10.1016/j.spl.2014.12.002
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References listed on IDEAS
- Lepeltier, J. P. & San Martin, J., 1997. "Backward stochastic differential equations with continuous coefficient," Statistics & Probability Letters, Elsevier, vol. 32(4), pages 425-430, April.
- Jiang, Long, 2005. "Representation theorems for generators of backward stochastic differential equations and their applications," Stochastic Processes and their Applications, Elsevier, vol. 115(12), pages 1883-1903, December.
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Cited by:
- Zhou, Guangshuo & Du, Fengjiao & Fan, Shengjun, 2024. "Invariant representation for generators of general time interval quadratic BSDEs under stochastic growth conditions," Statistics & Probability Letters, Elsevier, vol. 205(C).
- Xiao, Lishun & Fan, Shengjun, 2017. "A representation theorem for generators of BSDEs with general growth generators in y and its applications," Statistics & Probability Letters, Elsevier, vol. 129(C), pages 297-305.
- Dejian Tian & Xunlian Wang, 2023. "Dynamic star-shaped risk measures and $g$-expectations," Papers 2305.02481, arXiv.org.
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Keywords
Backward stochastic differential equation; Representation theorem of generator; Converse comparison theorem; Convex growth;All these keywords.
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