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作者:

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

收录:

Scopus SCIE

摘要:

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.

关键词:

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

作者机构:

  • [ 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

通讯作者信息:

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

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来源 :

STATISTICS & PROBABILITY LETTERS

ISSN: 0167-7152

年份: 2015

卷: 97

页码: 197-205

0 . 8 0 0

JCR@2022

ESI学科: MATHEMATICS;

ESI高被引阀值:82

JCR分区:4

中科院分区:4

被引次数:

WoS核心集被引频次: 8

SCOPUS被引频次: 8

ESI高被引论文在榜: 0 展开所有

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