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ZHANG Heng-min, FAN Sheng-jun. Representation theorem of generators for BSDEs with infinite time intervals[J]. Journal of East China Normal University (Natural Sciences), 2013, (2): 136-145.
Citation:
ZHANG Heng-min, FAN Sheng-jun. Representation theorem of generators for BSDEs with infinite time intervals[J]. Journal of East China Normal University (Natural Sciences), 2013, (2): 136-145.
ZHANG Heng-min, FAN Sheng-jun. Representation theorem of generators for BSDEs with infinite time intervals[J]. Journal of East China Normal University (Natural Sciences), 2013, (2): 136-145.
Citation:
ZHANG Heng-min, FAN Sheng-jun. Representation theorem of generators for BSDEs with infinite time intervals[J]. Journal of East China Normal University (Natural Sciences), 2013, (2): 136-145.
Under the non-uniform Lipschitz condition (in $t$) of the
generator $g$ with respect to $(y,z)$ for backward stochastic
differential equations (BSDEs), a representation theorem of
generators and a converse theorem of solutions were established for
BSDEs with a finite or an infinite time intervals, which extend some
existing results.
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