most citedA representation theorem for generators of BSDEs with general growth generators in and its applications

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math.PR2017★ 1 cited

A representation theorem for generators of BSDEs with general growth generators in and its applications

Lishun Xiao, Shengjun Fan

In this paper we first prove a general representation theorem for generators of backward stochastic differential equations (BSDEs for short) by utilizing a localization method invo…