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Representation Theorem for Generators of BSDEs Driven by -Brownian Motion and Its Applications

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  • Kun He
  • Mingshang Hu

Abstract

We obtain a representation theorem for the generators of BSDEs driven by -Brownian motions and then we use the representation theorem to get a converse comparison theorem for -BSDEs and some equivalent results for nonlinear expectations generated by -BSDEs.

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  • Kun He & Mingshang Hu, 2013. "Representation Theorem for Generators of BSDEs Driven by -Brownian Motion and Its Applications," Abstract and Applied Analysis, Hindawi, vol. 2013, pages 1-10, December.
    • Handle: RePEc:hin:jnlaaa:342038
    DOI: 10.1155/2013/342038
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