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A comonotonic theorem for backward stochastic differential equations inLpand its applications

✍ Scribed by Z.-J. Zong


Book ID
118811683
Publisher
Springer
Year
2012
Tongue
English
Weight
259 KB
Volume
64
Category
Article
ISSN
0041-5995

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Comparison theorem for solutions of back
✍ Jicheng Liu; Jiagang Ren πŸ“‚ Article πŸ“… 2002 πŸ› Elsevier Science 🌐 English βš– 106 KB

Comparison theorems for solutions of one-dimensional backward stochastic di erential equations were established by Peng and Cao-Yan, where the coe cients were, respectively, required to be Lipschitz and Dini continuous. In this work, we generalize the comparison theorem to the case where the coe cie