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Issue 2
Mar.  2013
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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.

Representation theorem of generators for BSDEs with infinite time intervals

  • Received Date: 2012-03-01
  • Rev Recd Date: 2012-06-01
  • Publish Date: 2013-03-25
  • 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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