Representation theorems for generators of Reflected BSDEs with continuous and linear-growth generators

Shiqiu Zheng; Shoumei Li

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arXiv · 1404.0226

Representation theorems for generators of Reflected BSDEs with continuous and linear-growth generators

Shiqiu Zheng·Shoumei Li

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Abstract

In this paper, we establish a local representation theorem for generators of reflected backward stochastic differential equations (RBSDE), whose generators are continuous with linear growth. It generalizes some known representation theorems for generators of backward stochastic differential equations (BSDE). As some applications, a general converse comparison theorem for RBSDE is obtained and some properties of RBSDE are discussed.

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Shiqiu Zheng, Shoumei Li. 2014-04-01. Representation theorems for generators of Reflected BSDEs with continuous and linear-growth generators. https://arxiv.org/abs/1404.0226

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