Representation theorems for generators of BSDEs in L
p
spaces |
| |
Authors: | Li Song Feng Hu Zeng-jing Chen |
| |
Institution: | 1. School of Mathematics, Shandong University, Jinan, 250100, China 2. School of Finance, Shandong Polytechnic University, Jinan, 250100, China 3. Department of Mathematics, Qufu Normal University, Qufu, 273165, China 4. Department of Financial Engineering, Ajou University, Suwon, 443749, Korea
|
| |
Abstract: | In this paper, we prove that the generator g of a class of backward stochastic differential equations (BSDEs) can be represented by the solutions of the corresponding
BSDEs at point (t, y, z), when the terminal data is in L
p
spaces, for 1 < p ≤ 2. |
| |
Keywords: | backward stochastic differential equation generator representation theorem |
本文献已被 CNKI 维普 SpringerLink 等数据库收录! |
|