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arXiv · 1306.1929

Representation theorem for generators of BSDEs driven by G-Brownian motion and its applications

Kun Heand·Mingshang Hu
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Abstract

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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Kun Heand, Mingshang Hu. 2013-06-08. Representation theorem for generators of BSDEs driven by G-Brownian motion and its applications. https://arxiv.org/abs/1306.1929

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