A representation theorem for generators of BSDEs with continuous linear-growth generators in the space of processes

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摘要

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].

论文关键词：primary,60H10,Backward stochastic differential equation,Continuous generator,Linear-growth generator,Representation theorem for generators

论文评审过程：Received 28 January 2010, Revised 26 April 2010, Available online 3 July 2010.

论文官网地址：https://doi.org/10.1016/j.cam.2010.06.022