A representation theorem for generators of BSDEs with continuous linear-growth generators in the space of processes |
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| Authors: | ShengJun Fan Long Jiang |
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| Institution: | College of Sciences, China University of Mining & Technology, Xuzhou, Jiangsu 221116, PR China |
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| Abstract: | In this paper, on the basis of some recent works of Fan, Jiang and Jia, we establish a representation theorem in the space of processes for generators of BSDEs with continuous linear-growth generators, which generalizes the corresponding results in Fan (2006, 2007) 10] and 11] and Fan and Hu (2008) 9]. |
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| Keywords: | primary 60H10 |
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