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A representation theorem for generators of BSDEs with finite or infinite time intervals and linear-growth generators
- Source :
-
Statistics & Probability Letters . Mar2013, Vol. 83 Issue 3, p724-734. 11p. - Publication Year :
- 2013
-
Abstract
- Abstract: Under the most elementary conditions on stochastic differential equations and some milder conditions on backward stochastic differential equations with finite or infinite time intervals and linear-growth generators, a representation theorem of generators and a converse comparison theorem of solutions are established in this paper. [Copyright &y& Elsevier]
Details
- Language :
- English
- ISSN :
- 01677152
- Volume :
- 83
- Issue :
- 3
- Database :
- Academic Search Index
- Journal :
- Statistics & Probability Letters
- Publication Type :
- Periodical
- Accession number :
- 85582867
- Full Text :
- https://doi.org/10.1016/j.spl.2012.11.020