Representation theorem for generators of quadratic BSDEs

Abstract

In this paper, we establish a general representation theorem for generator of backward stochastic differential equation (BSDE), whose generator has a quadratic growth in $z$. As some applications, we obtain a general converse comparison theorem of such quadratic BSDEs and uniqueness theorem, translation invariance for quadratic $g$-expectation.

16 pages. The proof of Lemma 3.3 is rewritten. Comments are welcome

References in corpus (2)

• Representation theorems for generators of Reflected BSDEs with continuous and linear-growth generators
• Quadratic BSDEs with jumps: related non-linear expectations

Cited by in corpus (1)

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