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Representation Theorem for Generators of BSDEs with Monotonic and Polynomial-Growth Generators in the Space of Processes

  
@article{EJP873,
	author = {ShengJun Fan and Long Jiang and YingYing Xu},
	title = {Representation Theorem for Generators of BSDEs with Monotonic and Polynomial-Growth Generators in the Space of Processes},
	journal = {Electron. J. Probab.},
	fjournal = {Electronic Journal of Probability},
	volume = {16},
	year = {2011},
	keywords = {Backward stochastic differential equation;  Monotonic generator; Polynomial-growth generator; Representation theorem of generators},
	abstract = {In this paper, on the basis of some recent works of Fan, Jiang and Jia, we establish a representation theorem in the space of processes for generators of BSDEs with monotonic and polynomial-growth generators, which generalizes the corresponding results in Fan (2006, 2007), and Fan and Hu (2008).},
	pages = {no. 27, 830-844},
	issn = {1083-6489},
	doi = {10.1214/EJP.v16-873},    
        url = {http://ejp.ejpecp.org/article/view/873}}