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

Kun He and Mingshang Hu

Abstract and Applied Analysis, 2013, vol. 2013, issue 1

Abstract: 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.

Date: 2013
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https://doi.org/10.1155/2013/342038

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Persistent link: https://EconPapers.repec.org/RePEc:wly:jnlaaa:v:2013:y:2013:i:1:n:342038

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