A representation theorem for generators of BSDEs with finite or infinite time intervals and linear-growth generators
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Publication:1950694
DOI10.1016/J.SPL.2012.11.020zbMath1267.60069OpenAlexW2061989553MaRDI QIDQ1950694
Publication date: 13 May 2013
Published in: Statistics \& Probability Letters (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.spl.2012.11.020
representation theorembackward stochastic differential equationconverse comparison theoremfinite or infinite time intervals
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