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引用本文:????,????÷.????????????????????????????????????????????????[J].应用概率统计,2017,33(6):551-566.
作者姓名:????  ????÷
作者单位:???????????????????, ????, 100124;?????????????, ???, 063210
摘    要:

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Representation Theorems for RBSDEs with Continuous Generators
ZHENG ShiQiu,LI ShouMei.Representation Theorems for RBSDEs with Continuous Generators[J].Chinese Journal of Applied Probability and Statisties,2017,33(6):551-566.
Authors:ZHENG ShiQiu  LI ShouMei
Institution:College of Applied Sciences, Beijing University of Technology, Beijing, 100124, China;College of Sciences, North China University of Science and Technology, Tangshan, 063210, China
Abstract: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.
Keywords:backward stochastic differential equation  representation theorem for generator  converse comparison theorem  obstacle  
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