Invariant representation for generators of general time interval quadratic BSDEs under stochastic growth conditions
arXiv:2111.06125
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 has a quadratic growth in the unknown variable and satisfies some stochastic growth conditions in the unknown variable . This unifies and strengthens some known results. And, a natural and innovative idea is used to prove the representation theorem.
10pages