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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.
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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
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