Journal
STATISTICS & PROBABILITY LETTERS
Volume 97, Issue -, Pages 197-205Publisher
ELSEVIER SCIENCE BV
DOI: 10.1016/j.spl.2014.12.002
Keywords
Backward stochastic differential equation; Representation theorem of generator; Converse comparison theorem; Convex growth
Categories
Funding
- National Natural Science Foundation of China [11171010]
- Science and Technology Program of Tangshan [13130203z]
Ask authors/readers for more resources
In this paper, we establish representation theorems for generators of backward stochastic differential equations (BSDEs in short), whose generators are monotonic and convex growth in y and quadratic growth in z. We also obtain a converse comparison theorem for such BSDEs. (C) 2014 Elsevier B.V. All rights reserved.
Authors
I am an author on this paper
Click your name to claim this paper and add it to your profile.
Reviews
Recommended
No Data Available
Share Paper
