JIANG Long. A Representation Theorem for Generators of Backward Stochastic Differential Equations and Its Application[J]. Chinese Journal of Applied Probability and Statistics, 2005, 21(1): 53-60.
Citation: JIANG Long. A Representation Theorem for Generators of Backward Stochastic Differential Equations and Its Application[J]. Chinese Journal of Applied Probability and Statistics, 2005, 21(1): 53-60.
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A Representation Theorem for Generators of Backward Stochastic Differential Equations and Its Application

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  • This paper establishes a representation theorem for locally L2-bounded generators of backward stochastic differential equations (BSDEs), which extends a result of Coquet et al. By this representation theorem, the author obtains a necessary and sufficient condition for concave BSDEs.
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