Representation Theorem for Generators of BSDEs Driven by G -Brownian Motion and Its Applications

Kun He; Mingshang Hu

doi:10.1155/2013/342038

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Home > Journals > Abstr. Appl. Anal. > Volume 2013 > Issue SI34 > Article

2013 Representation Theorem for Generators of BSDEs Driven by

G

-Brownian Motion and Its Applications

Kun He, Mingshang Hu

Abstr. Appl. Anal. 2013(SI34): 1-10 (2013). DOI: 10.1155/2013/342038

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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.

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Kun He. Mingshang Hu. "Representation Theorem for Generators of BSDEs Driven by $G$ -Brownian Motion and Its Applications." Abstr. Appl. Anal. 2013 (SI34) 1 - 10, 2013. https://doi.org/10.1155/2013/342038