Representation Theorem for Generators of Quadratic BSDEs |
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| Authors: | Shi-qiu?Zheng Email author" target="_blank">Shou-mei?LiEmail author |
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| Institution: | 1.College of Applied Sciences,Beijing University of Technology,Beijing,China;2.College of Sciences,North China University of Science and Technology,Tangshan,China |
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| Abstract: | In this paper, we establish a general representation theorem for generator of backward stochastic differential equation (BSDE), whose generator has a quadratic growth in z. As some applications, we obtain a general converse comparison theorem of such quadratic BSDEs and uniqueness theorem, translation invariance for quadratic g-expectation. |
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