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

Abstract

In this paper, we establish representation theorems for generators of backward stochastic differential equations (BSDEs in short), whose generators are monotonic and convex growth in $y$ and quadratic growth in $z$. We also obtain a converse comparison theorem for such BSDEs.

12 pages, revised version. arXiv admin note: text overlap with arXiv:1405.4789