Representation Theorem for Generators of BSDEs Driven by G-Brownian Motion and Its Applications
Joint Authors
Source
Issue
Vol. 2013, Issue 2013 (31 Dec. 2013), pp.1-10, 10 p.
Publisher
Hindawi Publishing Corporation
Publication Date
2013-12-26
Country of Publication
Egypt
No. of Pages
10
Main Subjects
Abstract EN
We obtain a representation theorem for the generators of BSDEs driven by G-Brownian motions and then we use the representation theorem to get a converse comparison theorem for G-BSDEs and some equivalent results for nonlinear expectations generated by G-BSDEs.
American Psychological Association (APA)
He, Kun& Hu, Mingshang. 2013. Representation Theorem for Generators of BSDEs Driven by G-Brownian Motion and Its Applications. Abstract and Applied Analysis،Vol. 2013, no. 2013, pp.1-10.
https://search.emarefa.net/detail/BIM-464292
Modern Language Association (MLA)
He, Kun& Hu, Mingshang. Representation Theorem for Generators of BSDEs Driven by G-Brownian Motion and Its Applications. Abstract and Applied Analysis No. 2013 (2013), pp.1-10.
https://search.emarefa.net/detail/BIM-464292
American Medical Association (AMA)
He, Kun& Hu, Mingshang. Representation Theorem for Generators of BSDEs Driven by G-Brownian Motion and Its Applications. Abstract and Applied Analysis. 2013. Vol. 2013, no. 2013, pp.1-10.
https://search.emarefa.net/detail/BIM-464292
Data Type
Journal Articles
Language
English
Notes
Includes bibliographical references
Record ID
BIM-464292
