Journal
STATISTICS & PROBABILITY LETTERS
Volume 205, Issue -, Pages -Publisher
ELSEVIER
DOI: 10.1016/j.spl.2023.109961
Keywords
Backward stochastic differential equation; Quadratic growth; Invariant representation; General time interval; Stochastic growth
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This paper proves a general invariant representation theorem for generators of general time interval backward stochastic differential equations, where the generator has a quadratic growth in the unknown variable z and satisfies some stochastic growth conditions in the unknown variable y. This result unifies and strengthens some known results.
This paper is devoted to proving a general invariant representation theorem for generators of general time interval backward stochastic differential equations, where the generator.. has a quadratic growth in the unknown variable z and satisfies some stochastic growth conditions in the unknown variable y. This unifies and strengthens some known results. A natural and innovative idea is used to prove the representation theorem.
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