%0 Journal Article %A ZHENG ShiQiu %A LI ShouMei %T Representation Theorems for RBSDEs with Continuous Generators %D 2018 %R 10.3969/j.issn.1001-4268.2017.06.001 %J CHINESE JOURNAL OF APPLIED PROBABILITY AND STATISTICS %P 551-566 %V 33 %N 6 %X

In this paper, we establish a local representation theorem for generators of reflected backward stochastic differential equations (RBSDEs), whose generators are continuous with linear growth. It generalizes some known representation theorems for generators of backward stochastic differential equations (BSDEs). As some applications, a general converse comparison theorem for RBSDEs is obtained and some properties of RBSDEs are discussed.

%U http://aps.ecnu.edu.cn/EN/10.3969/j.issn.1001-4268.2017.06.001