Open AccessRepresentation Theorem for Generators of BSDEs Driven by -Brownian Motion and Its Applications
Author(s) -
Kun He,
Mingshang Hu
Publication year - 2013
Publication title -
abstract and applied analysis
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 0.228
H-Index - 56
eISSN - 1687-0409
pISSN - 1085-3375
DOI - 10.1155/2013/342038
Subject(s) - mathematics , representation (politics) , brownian motion , matrix (chemical analysis) , combinatorics , computer science , discrete mathematics , law , statistics , materials science , politics , political science , composite material
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
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