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arXiv:1306.1929 [math.PR]AbstractReferencesReviewsResources

Representation theorem for generators of BSDEs driven by G-Brownian motion and its applications

Kun Heand, Mingshang Hu

Published 2013-06-08Version 1

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.

Comments: arXiv admin note: text overlap with arXiv:1304.1599 by other authors
Categories: math.PR
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