| Article ID | Journal | Published Year | Pages | File Type |
|---|---|---|---|---|
| 4640285 | Journal of Computational and Applied Mathematics | 2010 | 10 Pages |
Abstract
In this paper, on the basis of some recent works of Fan, Jiang and Jia, we establish a representation theorem in the space of processes for generators of BSDEs with continuous linear-growth generators, which generalizes the corresponding results in Fan (2006, 2007) [10] and [11] and Fan and Hu (2008) [9].
Related Topics
Physical Sciences and Engineering
Mathematics
Applied Mathematics
Authors
ShengJun Fan, Long Jiang,