数学物理学报(英文版) ›› 2013, Vol. 33 ›› Issue (5): 1407-1418.doi: 10.1016/S0252-9602(13)60092-2
贾广岩|张娜*
JIA Guang-Yan, ZHANG Na*
摘要:
In this paper, we prove that a kind of second order stochastic differential op-erator can be represented by the limit of solutions of BSDEs with uniformly continuous coefficients. This result is a generalization of the representation for the uniformly continu-ous generator. With the help of this representation, we obtain the corresponding converse comparison theorem for the BSDEs with uniformly continuous coefficients, and get some equivalent relationships between the properties of the generator g and the associated so-lutions of BSDEs. Moreover, we give a new proof about g-convexity.
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