Invariant representation for a stochastic differential operator by BSDEs with uniformly continuous coefficients and its applications

DOI10.1016/S0252-9602(13)60092-2zbMath1299.60069arXiv1203.0606OpenAlexW2056754878MaRDI QIDQ2016827

Guangyan Jia, Na Zhang

Publication date: 30 June 2014

Published in: Acta Mathematica Scientia. Series B. (English Edition) (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1203.0606

zbMATH Keywords

backward stochastic differential equationsrepresentation theoremsconverse comparison theoremstochastic differential operators

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Applications of stochastic analysis (to PDEs, etc.) (60H30) Random operators and equations (aspects of stochastic analysis) (60H25)

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Invariant representation for generators of general time interval quadratic BSDEs under stochastic growth conditions ⋮ Quadratic \(g\)-convexity, \(C\)-convexity and their relationships ⋮ Representation theorems of monotonicity generators for BSDEs via L^p (p > 1) solutions in general time intervals

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