Representation theorem for generators of quadratic BSDEs
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Publication:1782045
DOI10.1007/s10255-018-0772-8zbMath1395.60068arXiv1405.4789OpenAlexW2964251056MaRDI QIDQ1782045
Publication date: 18 September 2018
Published in: Acta Mathematicae Applicatae Sinica. English Series (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1405.4789
\(g\)-expectationbackward stochastic differential equationconverse comparison theoremrepresentation theorem of generator
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Cites Work
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