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arXiv · 2111.06125

Invariant representation for generators of general time interval quadratic BSDEs under stochastic growth conditions

Guangshuo Zhou·Fengjiao Du·Shengjun Fan
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Abstract

This paper is devoted to proving a general invariant representation theorem for generators of general time interval backward stochastic differential equations, where the generator $g$ has a quadratic growth in the unknown variable $z$ and satisfies some stochastic growth conditions in the unknown variable $y$. This unifies and strengthens some known results. And, a natural and innovative idea is used to prove the representation theorem.

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Guangshuo Zhou, Fengjiao Du, Shengjun Fan. 2021-11-11. Invariant representation for generators of general time interval quadratic BSDEs under stochastic growth conditions. https://arxiv.org/abs/2111.06125

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