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

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.

13 pages. Final version

References in corpus (1)

• The Pricing Mechanism of Contingent Claims and its Generating Function

Cited by in corpus (2)

• Representation theorem for generators of quadratic BSDEs
• Representation theorems for generators of BSDEs with monotonic and convex growth generators