Representation Theorem for Generators of BSDEs Driven by G-Brownian Motion and Its Applications
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.
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| Main Authors: | , |
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| Format: | Article |
| Language: | English |
| Published: |
Wiley
2013-01-01
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| Series: | Abstract and Applied Analysis |
| Online Access: | http://dx.doi.org/10.1155/2013/342038 |
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