Representation theorem for generators of BSDEs with monotonic and polynomial-growth generators in the space of processes

DOI10.1214/EJP.V16-873zbMath1225.60094MaRDI QIDQ638408

Long Jiang, Sheng-Jun Fan, Ying-Ying Xu

Publication date: 9 September 2011

Published in: Electronic Journal of Probability (Search for Journal in Brave)

Full work available at URL: http://www.emis.de/journals/EJP-ECP/_ejpecp/viewarticle2814.html

zbMATH Keywords

backward stochastic differential equationmonotonic generatorpolynomial-growth generatorrepresentation theorem of generators

Mathematics Subject Classification ID

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

Related Items (9)

Representation and converse comparison theorems for multidimensional BSDEs ⋮ Probabilistic interpretation of HJB equations by the representation theorem for generators of BSDEs ⋮ A representation theorem for generators of BSDEs with general growth generators in \(y\) and its applications ⋮ Invariant representation for generators of general time interval quadratic BSDEs under stochastic growth conditions ⋮ Representation theorem for generators of quadratic BSDEs ⋮ Representation theorems for generators of BSDEs and the extended \(g\)-expectations in probability spaces with general filtration ⋮ A representation theorem approach to probabilistic interpretation for viscosity solutions of Isaacs equations ⋮ Representation theorems for generators of BSDEs with monotonic and convex growth generators ⋮ Representation theorems of monotonicity generators for BSDEs via L^p (p > 1) solutions in general time intervals

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