Representation Theorem for Generators of BSDEs Driven by G-Brownian Motion and Its Applications

[摘要] We obtain a representation theorem for the generators of BSDEs driven by G-Brownian motions and then we use the representation theorem to get a converse comparison theorem for G-BSDEs and some equivalent results for nonlinear expectations generated by G-BSDEs.

[发布日期] 2013-12-26