Abstract
In this paper, on the basis of some recent works of Fan, Jiang and Jia, we establish a representation theorem in the space of processes for generators of BSDEs with monotonic and polynomial-growth generators, which generalizes the corresponding results in Fan (2006, 2007), and Fan and Hu (2008).
Citation
ShengJun Fan. Long Jiang. YingYing Xu. "Representation Theorem for Generators of BSDEs with Monotonic and Polynomial-Growth Generators in the Space of Processes." Electron. J. Probab. 16 830 - 844, 2011. https://doi.org/10.1214/EJP.v16-873
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