A Relationship Between the Conditional g-Evaluation System and the Generator g and Its Applications
Tóm tắt
In this paper, under the most elementary conditions on a backward stochastic differential equation (BSDE for short) introduced by Peng, a new relationship between the conditional g-evaluation system and the generator g of BSDE is obtained in the sense of "process", based on some recent results of Jiang. Moreover, as applications, two converse comparison theorems and two uniqueness theorems on the generators of BSDEs are proved.
Tài liệu tham khảo
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