Journal of East China Normal University(Natural Sc ›› 2013, Vol. 2013 ›› Issue (2): 136-145.

• Article • Previous Articles     Next Articles

Representation theorem of generators for BSDEs with infinite time intervals

ZHANG Heng-min, FAN Sheng-jun   

  1. College of Sciences, China University of Mining and Technology, Xuzhou Jiangsu 221116, China
  • Received:2012-03-01 Revised:2012-06-01 Online:2013-03-25 Published:2013-03-20

Abstract: 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.

Key words: backward stochastic differential equation (BSDE), non-uniform Lipschitz condition, representation theorem, converse comparison theorems

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