• Complex
  • Title
  • Keyword
  • Abstract
  • Scholars
  • Journal
  • ISSN
  • Conference
搜索

Author:

Zheng, Shiqiu (Zheng, Shiqiu.) | Li, Shoumei (Li, Shoumei.) (Scholars:李寿梅)

Indexed by:

Scopus SCIE

Abstract:

In this paper, we establish representation theorems for generators of backward stochastic differential equations (BSDEs in short), whose generators are monotonic and convex growth in y and quadratic growth in z. We also obtain a converse comparison theorem for such BSDEs. (C) 2014 Elsevier B.V. All rights reserved.

Keyword:

Representation theorem of generator Converse comparison theorem Convex growth Backward stochastic differential equation

Author Community:

  • [ 1 ] [Zheng, Shiqiu]Beijing Univ Technol, Coll Appl Sci, Beijing 100124, Peoples R China
  • [ 2 ] [Li, Shoumei]Beijing Univ Technol, Coll Appl Sci, Beijing 100124, Peoples R China
  • [ 3 ] [Zheng, Shiqiu]Hebei United Univ, Coll Sci, Tangshan 063009, Peoples R China

Reprint Author's Address:

  • [Zheng, Shiqiu]Beijing Univ Technol, Coll Appl Sci, Beijing 100124, Peoples R China

Show more details

Related Keywords:

Related Article:

Source :

STATISTICS & PROBABILITY LETTERS

ISSN: 0167-7152

Year: 2015

Volume: 97

Page: 197-205

0 . 8 0 0

JCR@2022

ESI Discipline: MATHEMATICS;

ESI HC Threshold:82

JCR Journal Grade:4

CAS Journal Grade:4

Cited Count:

WoS CC Cited Count: 8

SCOPUS Cited Count: 8

ESI Highly Cited Papers on the List: 0 Unfold All

WanFang Cited Count:

Chinese Cited Count:

30 Days PV: 0

Affiliated Colleges:

Online/Total:983/5400807
Address:BJUT Library(100 Pingleyuan,Chaoyang District,Beijing 100124, China Post Code:100124) Contact Us:010-67392185
Copyright:BJUT Library Technical Support:Beijing Aegean Software Co., Ltd.