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Representation theorems for generators of BSDEs in L p spaces |
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| 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 |
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