Representation theorems for generators of BSDEs in \(L_p\) spaces

DOI10.1007/S10255-012-0143-9zbMath1355.60081OpenAlexW2022116739MaRDI QIDQ511167

Zeng-Jing Chen, Li Song, Feng Hu

Publication date: 14 February 2017

Published in: Acta Mathematicae Applicatae Sinica. English Series (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10255-012-0143-9

zbMATH Keywords

generatorrepresentation theorembackward stochastic differential equation

Mathematics Subject Classification ID

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

Related Items (2)

Representation theorem and viability property for multidimensional BSDEs and their applications ⋮ Representation theorems of monotonicity generators for BSDEs via L^p (p > 1) solutions in general time intervals

Cites Work

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• Adapted solution of a backward stochastic differential equation
• A converse comparison theorem for BSDEs and related properties of \(g\)-expectation
• Representation theorems for generators of backward stochastic differential equations
• \(L^p\) solutions of backward stochastic differential equations.
• Representation theorems for generators of backward stochastic differential equations and their applications
• Backward Stochastic Differential Equations in Finance

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