Invariant representation for generators of general time interval quadratic BSDEs under stochastic growth conditions

被引：0
作者：
Zhou, Guangshuo [1 ]
Du, Fengjiao [1 ,2 ]
Fan, Shengjun [1 ]
机构：
[1] China Univ Min & Technol, Sch Math, Xuzhou 221116, Jiangsu, Peoples R China
[2] Xuzhou Univ Technol, Sch Math & Stat, Xuzhou 221018, Jiangsu, Peoples R China
来源：
STATISTICS & PROBABILITY LETTERS | 2024年 / 205卷
基金：
中国国家自然科学基金;
关键词：
Backward stochastic differential equation; Quadratic growth; Invariant representation; General time interval; Stochastic growth; DIFFERENTIAL-EQUATIONS; THEOREM; SPACE;
D O I：
10.1016/j.spl.2023.109961
中图分类号：
O21 [概率论与数理统计]; C8 [统计学];
学科分类号：
020208 ; 070103 ; 0714 ;
摘要：
This paper is devoted to proving a general invariant representation theorem for generators of general time interval backward stochastic differential equations, where the generator.. has a quadratic growth in the unknown variable z and satisfies some stochastic growth conditions in the unknown variable y. This unifies and strengthens some known results. A natural and innovative idea is used to prove the representation theorem.
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页数：8
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