Representation theorem for generators of BSDEs driven by G-Brownian motion and its applications
Probability
2013-06-11 v1
Abstract
We obtain a representation theorem for the generators of BSDEs driven by G-Brownian motions, and then we use the representation theorem to get a converse comparison theorem for G-BSDEs and some equivalent results for nonlinear expectations generated by G-BSDEs.
Keywords
Cite
@article{arxiv.1306.1929,
title = {Representation theorem for generators of BSDEs driven by G-Brownian motion and its applications},
author = {Kun Heand and Mingshang Hu},
journal= {arXiv preprint arXiv:1306.1929},
year = {2013}
}
Comments
arXiv admin note: text overlap with arXiv:1304.1599 by other authors