Title of article
A representation theorem for generators of BSDEs with continuous linear-growth generators in the space of processes
Author/Authors
Fan، نويسنده , , ShengJun and Jiang، نويسنده , , Long، نويسنده ,
Issue Information
روزنامه با شماره پیاپی سال 2010
Pages
10
From page
686
To page
695
Abstract
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].
Keywords
Backward stochastic differential equation , Continuous generator , Representation theorem for generators , Linear-growth generator
Journal title
Journal of Computational and Applied Mathematics
Serial Year
2010
Journal title
Journal of Computational and Applied Mathematics
Record number
1555993
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