Representation theorem for generators of BSDEs driven by G-Brownian motion and its applications
classification
🧮 math.PR
keywords
theoremrepresentationbsdesdriveng-browniang-bsdesgeneratorsapplications
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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.
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