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Abstract:
In this paper, we establish a general representation theorem for generator of backward stochastic differential equation (BSDE), whose generator has a quadratic growth in z. As some applications, we obtain a general converse comparison theorem of such quadratic BSDEs and uniqueness theorem, translation invariance for quadratic g-expectation.
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Source :
ACTA MATHEMATICAE APPLICATAE SINICA-ENGLISH SERIES
ISSN: 0168-9673
Year: 2018
Issue: 3
Volume: 34
Page: 622-635
0 . 8 0 0
JCR@2022
ESI Discipline: MATHEMATICS;
ESI HC Threshold:63
JCR Journal Grade:4
Cited Count:
WoS CC Cited Count: 2
SCOPUS Cited Count: 2
ESI Highly Cited Papers on the List: 0 Unfold All
WanFang Cited Count:
Chinese Cited Count:
30 Days PV: 7
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