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Representation theorem for generators of quadratic BSDEs - MaRDI portal

Representation theorem for generators of quadratic BSDEs (Q1782045)

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Representation theorem for generators of quadratic BSDEs
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    Statements

    title
    Representation theorem for generators of quadratic BSDEs (English)
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    author
    Shi-qiu Zheng
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    Shou-mei Li
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    publication date
    18 September 2018
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    zbMATH Keywords
    backward stochastic differential equation
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    representation theorem of generator
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    converse comparison theorem
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    \(g\)-expectation
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    cites work
    Q5509729
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    Q4357507
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    Identifiers

    zbMATH DE Number
    6938651
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    OpenAlex ID
    W2964251056
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    arXiv ID
    1405.4789
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