Representation theorems for generators of BSDEs in Lp spaces

被引：0
|
作者：
Li Song
Feng Hu
Zeng-jing Chen
机构：
[1] Shandong University,School of Mathematics
[2] Shandong Polytechnic University,School of Finance
[3] Qufu Normal University,Department of Mathematics
[4] Ajou University,Department of Financial Engineering
来源：
Acta Mathematicae Applicatae Sinica, English Series | 2012年 / 28卷
关键词：
backward stochastic differential equation; generator; representation theorem; 60H10;
D O I：
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中图分类号：
学科分类号：
摘要：
In this paper, we prove that the generator g of a class of backward stochastic differential equations (BSDEs) can be represented by the solutions of the corresponding BSDEs at point (t, y, z), when the terminal data is in Lp spaces, for 1 < p ≤ 2.
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页码：255 / 264
页数：9
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