作者：LongJIANG递归随机微分方程比较定理价格预测
摘要：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.
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