Representation theorems for generators of BSDEs with monotonic and convex growth generators
نویسندگان
چکیده
منابع مشابه
Representation theorem for generators of BSDEs with monotonic and polynomial-growth generators in the space of processes
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 polynomialgrowth generators, which generalizes the corresponding results in Fan (2006, 2007), and Fan and Hu (2008).
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ژورنال
عنوان ژورنال: Statistics & Probability Letters
سال: 2015
ISSN: 0167-7152
DOI: 10.1016/j.spl.2014.12.002