Representation Theorem for Generators of Quadratic BSDEs  

作　　者：Shi-qiu ZHENG Shou-mei LI 

机构地区：[1]College of Applied Sciences, Beijing University of Technology, Beijing 100124, China [2]College of Sciences, North China University of Science and Technology,Tangshan 063210, China

出　　处：《Acta Mathematicae Applicatae Sinica》2018年第3期622-635,共14页应用数学学报（英文版）

基　　金：The authors are supported by the National Natural Science Foundation of China(No.11571024);Natural Science Foundation of Beijing(No.1132008);supported by a program of Hebei province(No.QN2017116)

摘　　要：In this paper, we establish a general representation theorem for generator of backward stochastic differential equation（BSDE）, whose generator has a quadratic growth in z. As some applications, we obtain a general converse comparison theorem of such quadratic BSDEs and uniqueness theorem, translation invariance for quadratic g-expectation.In this paper, we establish a general representation theorem for generator of backward stochastic differential equation（BSDE）, whose generator has a quadratic growth in z. As some applications, we obtain a general converse comparison theorem of such quadratic BSDEs and uniqueness theorem, translation invariance for quadratic g-expectation.

关 键 词：backward stochastic differential equation representation theorem of generator converse comparison theorem G-EXPECTATION 

分 类 号：O211[理学—概率论与数理统计]