Representation theorems for generators of backward stochastic differential equations |
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Authors: | Long Jiang |
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Affiliation: | 1. Department of Mathematics, China University of Mining and Technology, Xuzhou 221008, China;2. School of Mathematics and System Sciences, Shandong University, Jinan 250100, China |
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Abstract: | It is proved that the generator g of a backward stochastic differential equation (BSDE) can be represented by the solutions of the corresponding BSDEs if and only if g is a Lebesgue generator. To cite this article: L. Jiang, C. R. Acad. Sci. Paris, Ser. I 340 (2005). |
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