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

Abstract and Applied Analysis (2013) 2013
DOI: 10.1155/2013/342038
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Abstract

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. © 2013 Kun He and Mingshang Hu.

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APA

He, K., & Hu, M. (2013). Representation theorem for generators of BSDEs driven by G -Brownian motion and its applications. Abstract and Applied Analysis, 2013. https://doi.org/10.1155/2013/342038

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