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2011 Representation Theorem for Generators of BSDEs with Monotonic and Polynomial-Growth Generators in the Space of Processes
ShengJun Fan, Long Jiang, YingYing Xu
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Electron. J. Probab. 16: 830-844 (2011). DOI: 10.1214/EJP.v16-873

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 monotonic and polynomial-growth generators, which generalizes the corresponding results in Fan (2006, 2007), and Fan and Hu (2008).

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ShengJun Fan. Long Jiang. YingYing Xu. "Representation Theorem for Generators of BSDEs with Monotonic and Polynomial-Growth Generators in the Space of Processes." Electron. J. Probab. 16 830 - 844, 2011. https://doi.org/10.1214/EJP.v16-873

Information

Accepted: 22 April 2011; Published: 2011
First available in Project Euclid: 1 June 2016

zbMATH: 1225.60094
MathSciNet: MR2793241
Digital Object Identifier: 10.1214/EJP.v16-873

Subjects:
Primary: 60H10

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