Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
7549501 | Statistics & Probability Letters | 2015 | 9 Pages |
Abstract
In this paper, we establish representation theorems for generators of backward stochastic differential equations (BSDEs in short), whose generators are monotonic and convex growth in y and quadratic growth in z. We also obtain a converse comparison theorem for such BSDEs.
Related Topics
Physical Sciences and Engineering
Mathematics
Statistics and Probability
Authors
Shiqiu Zheng, Shoumei Li,