Representation theorems for generators of backward stochastic differential equations and their applications

Stochastic Processes and their Applications

Volumn 115, Issue 12, 2005, Pages 1883-1903

  Jiang, Long ^a,b  

^a CHINA UNIVERSITY OF MINING AND TECHNOLOGY   (China)

^b SHANDONG UNIVERSITY   (China)

Author keywords

Backward stochastic differential equation; Conditional Lebesgue point; Converse comparison theorem; g Expectation; Lebesgue generator; Representation theorem

Indexed keywords

PARAMETER ESTIMATION; RANDOM NUMBER GENERATION; RANDOM PROCESSES;

BACKWARD STOCHASTIC DIFFERENTIAL EQUATION (BSDE); CONDITIONAL LEBESGUE POINT; G-EXPECTATION; LEBEUSGUE GENERATOR; REPRESENTATION THEOREM;

DIFFERENTIAL EQUATIONS;

EID: 27644433179     PISSN: 03044149     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.spa.2005.06.008     Document Type: Article

References (11)

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