A representation theorem for generators of BSDEs with continuous linear-growth generators in the space of processes
[摘要] 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)[10,11] and Fan and Hu (2008)[9]. (C) 2010 Elsevier B.V. All rights reserved.
[发布日期] 2010-12-01 [发布机构]
[效力级别] [学科分类]
[关键词] Backward stochastic differential equation;Continuous generator;Linear-growth generator;Representation theorem for generators [时效性]
