Representation Theorem for Generators of BSDEs Driven by -Brownian Motion and Its Applications

Kun He and Mingshang Hu

Abstract and Applied Analysis, 2013, vol. 2013, 1-10

Abstract:

We obtain a representation theorem for the generators of BSDEs driven by -Brownian motions and then we use the representation theorem to get a converse comparison theorem for -BSDEs and some equivalent results for nonlinear expectations generated by -BSDEs.

Date: 2013
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Persistent link: https://EconPapers.repec.org/RePEc:hin:jnlaaa:342038

DOI: 10.1155/2013/342038

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