In this paper, we establish a general representation theorem for generator of backward stochastic differential equation（BSDE）, whose generator has a quadratic growth in z. As some applications, we obtain a general c...In this paper, we establish a general representation theorem for generator of backward stochastic differential equation（BSDE）, whose generator has a quadratic growth in z. As some applications, we obtain a general converse comparison theorem of such quadratic BSDEs and uniqueness theorem, translation invariance for quadratic g-expectation.展开更多
基金The authors are supported by the National Natural Science Foundation of China(No.11571024)Natural Science Foundation of Beijing(No.1132008)supported by a program of Hebei province(No.QN2017116)
文摘In this paper, we establish a general representation theorem for generator of backward stochastic differential equation（BSDE）, whose generator has a quadratic growth in z. As some applications, we obtain a general converse comparison theorem of such quadratic BSDEs and uniqueness theorem, translation invariance for quadratic g-expectation.
