Representation theorems for generators of BSDEs with monotonic and convex growth generators

2014/05/28 by Shiqiu Zheng, Zheng, Shiqiu, Shoumei Li +1 · 1 citation
Economics, Econometrics and Finance · Engineering · Mathematics · #FOS: Mathematics #Nonlinear Differential Equations Analysis #Probability (math.PR) #Stability and Controllability of Differential Equations #Stochastic processes and financial applications

paper · pdf · doi:10.48550/arxiv.1405.7293

openalex publication_date 2014/05/28 · openalex created_date 2025/10/10 · openalex updated_date 2026/07/28

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.

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