Some results on the uniqueness of generators of backward stochastic differential equations

DOI10.1016/j.crma.2004.01.026zbMath1044.60054OpenAlexW2077188730MaRDI QIDQ1876805

Long Jiang

Publication date: 20 August 2004

Published in: Comptes Rendus. Mathématique. Académie des Sciences, Paris (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.crma.2004.01.026

Mathematics Subject Classification ID

Stochastic integral equations (60H20)

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Cites Work

• Adapted solution of a backward stochastic differential equation
• A converse comparison theorem for BSDEs and related properties of \(g\)-expectation
• A general converse comparison theorem for backward stochastic differential equations
• A property of backward stochastic differential equations
• Backward Stochastic Differential Equations in Finance
• Ambiguity, Risk, and Asset Returns in Continuous Time