Representation theorem for generators of BSDEs with monotonic and polynomial-growth generators in the space of processes
نویسندگان
چکیده
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).
منابع مشابه
BSDEs with polynomial growth generators
In this paper, we give existence and uniqueness results for backward stochastic diierential equations when the generator has polynomial growth in the state variable. We deal with the case of xed terminal time as well as the case of random terminal time. The need for this type of extension of the classical existence and uniqueness results comes from the desire to provide a probabilistic represen...
متن کاملOnline Aggregation of Coherent Generators Based on Electrical Parameters of Synchronous Generators
This paper proposes a novel approach for coherent generators online clustering in a large power system following a wide area disturbance. An interconnected power system may become unstable due to severe contingency when it is operated close to the stability boundaries. Hence, the bulk power system controlled islanding is the last resort to prevent catastrophic cascading outages and wide area bl...
متن کاملNumerical simulation of quadratic BSDEs
This article deals with the numerical approximation of Markovian backward stochastic differential equations (BSDEs) with generators of quadratic growth with respect to z and bounded terminal conditions. We first study a slight modification of the classical dynamic programming equation arising from the time-discretization of BSDEs. By using a linearization argument and BMO martingales tools, we ...
متن کاملQuadratic BSDEs with convex generators and unbounded terminal conditions
In [3], the authors proved an existence result for BSDEs with quadratic generators with respect to the variable z and with unbounded terminal conditions. However, no uniqueness result was stated in that work. The main goal of this paper is to fill this gap. In order to obtain a comparison theorem for this kind of BSDEs, we assume that the generator is convex with respect to the variable z. Unde...
متن کاملComplete characterization of the Mordell-Weil group of some families of elliptic curves
The Mordell-Weil theorem states that the group of rational points on an elliptic curve over the rational numbers is a finitely generated abelian group. In our previous paper, H. Daghigh, and S. Didari, On the elliptic curves of the form $ y^2=x^3-3px$, Bull. Iranian Math. Soc. 40 (2014), no. 5, 1119--1133., using Selmer groups, we have shown that for a prime $p...
متن کامل