A representation theorem for generators of BSDEs with continuous linear-growth generators in the space of processes

被引：15
|
作者：
Fan, ShengJun [1 ]
Jiang, Long [1 ]
机构：
[1] China Univ Min & Technol, Coll Sci, Xuzhou 221116, Jiangsu, Peoples R China
来源：
JOURNAL OF COMPUTATIONAL AND APPLIED MATHEMATICS | 2010年 / 235卷 / 03期
基金：
中国国家自然科学基金;
关键词：
Backward stochastic differential equation; Continuous generator; Linear-growth generator; Representation theorem for generators; STOCHASTIC DIFFERENTIAL-EQUATIONS; JENSENS INEQUALITY; LIMIT-THEOREM;
D O I：
10.1016/j.cam.2010.06.022
中图分类号：
O29 [应用数学];
学科分类号：
070104 ;
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.
引用
收藏
页码：686 / 695
页数：10
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