A property of backward stochastic differential equations

DOI10.1016/S0764-4442(97)89796-0zbMath0914.60025MaRDI QIDQ4219559

Zeng-Jing Chen

Publication date: 10 November 1998

Published in: Comptes Rendus de l'Académie des Sciences - Series I - Mathematics (Search for Journal in Brave)

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10)

Related Items (20)

Some results on the uniqueness of generators of backward stochastic differential equations ⋮ Generalized Peng's \(g\)-expectations and related properties ⋮ \(L^p\) weak convergence method on BSDEs with non-uniformly Lipschitz coefficients and its applications ⋮ A relationship between the conditional \(g\)-evaluation system and the generator \(g\) and its applica\-tions ⋮ A local strict comparison theorem and converse comparison theorems for reflected backward stochastic differential equations ⋮ Representation and converse comparison theorems for multidimensional BSDEs ⋮ Backward stochastic differential equations with a uniformly continuous generator and related \(g\)-expectation ⋮ A converse comparison theorem for backward stochastic differential equations with jumps ⋮ \(g\)-variance ⋮ Converse comparison theorems for backward stochastic differential equations ⋮ Representation theorems for generators of backward stochastic differential equations ⋮ A converse comparison theorem for \(g\)-expectations ⋮ Filtration consistent nonlinear expectations and evaluations of contingent claims ⋮ Representation theorem for generators of BSDEs driven by \(G\)-Brownian motion and its applications ⋮ A property of \(g\)-expectation ⋮ Representation theorem for generators of quadratic BSDEs ⋮ A necessary and sufficient condition for probability measures dominated by \(g\)-expectation ⋮ Multi-dimensional \(G\)-Brownian motion and related stochastic calculus under \(G\)-expectation ⋮ Representation theorems for generators of BSDEs and the extended \(g\)-expectations in probability spaces with general filtration ⋮ Representation theorems for generators of backward stochastic differential equations and their applications

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