Title of article :
A representation theorem for generators of BSDEs with continuous linear-growth generators in the space of processes
Author/Authors :
Fan، نويسنده , , ShengJun and Jiang، نويسنده , , Long، نويسنده ,
Issue Information :
روزنامه با شماره پیاپی سال 2010
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) [10,11] and Fan and Hu (2008) [9].
Keywords :
Backward stochastic differential equation , Continuous generator , Representation theorem for generators , Linear-growth generator
Journal title :
Journal of Computational and Applied Mathematics
Journal title :
Journal of Computational and Applied Mathematics