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 |
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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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| _version_ | 1849695844793581568 |
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| author | Kun He Mingshang Hu |
| author_facet | Kun He Mingshang Hu |
| author_sort | Kun He |
| collection | DOAJ |
| description | 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. |
| format | Article |
| id | doaj-art-cdabcc6c906e4516b5bffc122ed45fb3 |
| institution | DOAJ |
| issn | 1085-3375 1687-0409 |
| language | English |
| publishDate | 2013-01-01 |
| publisher | Wiley |
| record_format | Article |
| series | Abstract and Applied Analysis |
| spelling | doaj-art-cdabcc6c906e4516b5bffc122ed45fb32025-08-20T03:19:38ZengWileyAbstract and Applied Analysis1085-33751687-04092013-01-01201310.1155/2013/342038342038Representation Theorem for Generators of BSDEs Driven by G-Brownian Motion and Its ApplicationsKun He0Mingshang Hu1Department of Mathematics, Donghua University, 2999 North Renmin Road, Songjiang, Shanghai 201620, ChinaSchool of Mathematics, Shandong University, 27 Shanda Nanlu, Jinan 250100, ChinaWe 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.http://dx.doi.org/10.1155/2013/342038 |
| spellingShingle | Kun He Mingshang Hu Representation Theorem for Generators of BSDEs Driven by G-Brownian Motion and Its Applications Abstract and Applied Analysis |
| title | Representation Theorem for Generators of BSDEs Driven by G-Brownian Motion and Its Applications |
| title_full | Representation Theorem for Generators of BSDEs Driven by G-Brownian Motion and Its Applications |
| title_fullStr | Representation Theorem for Generators of BSDEs Driven by G-Brownian Motion and Its Applications |
| title_full_unstemmed | Representation Theorem for Generators of BSDEs Driven by G-Brownian Motion and Its Applications |
| title_short | Representation Theorem for Generators of BSDEs Driven by G-Brownian Motion and Its Applications |
| title_sort | representation theorem for generators of bsdes driven by g brownian motion and its applications |
| url | http://dx.doi.org/10.1155/2013/342038 |
| work_keys_str_mv | AT kunhe representationtheoremforgeneratorsofbsdesdrivenbygbrownianmotionanditsapplications AT mingshanghu representationtheoremforgeneratorsofbsdesdrivenbygbrownianmotionanditsapplications |