This paper proves that, under the hypothesis g(t, 0, 0)≡0 and some natural assumptions, the generator g of a backward stochastic differential equation can be uniquely determined by the corresponding g-expectations wi...This paper proves that, under the hypothesis g(t, 0, 0)≡0 and some natural assumptions, the generator g of a backward stochastic differential equation can be uniquely determined by the corresponding g-expectations with all terminal conditions. The main result of this paper also confirms and extends Peng Shige’s conjecture.展开更多
基金Supported by the National Natural Science Foundation of China(No.10131030)
文摘This paper proves that, under the hypothesis g(t, 0, 0)≡0 and some natural assumptions, the generator g of a backward stochastic differential equation can be uniquely determined by the corresponding g-expectations with all terminal conditions. The main result of this paper also confirms and extends Peng Shige’s conjecture.
