A general comparison theorem for backward stochastic differential equations
โ Scribed by Cohen, Samuel N.; Elliott, Robert J.; Pearce, Charles E. M.
- Book ID
- 125480560
- Publisher
- Applied Probability Trust
- Year
- 2010
- Tongue
- English
- Weight
- 204 KB
- Volume
- 42
- Category
- Article
- ISSN
- 0001-8678
No coin nor oath required. For personal study only.
๐ SIMILAR VOLUMES
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
This volume contains a collection of papers dedicated to Professor Eckhard Platen to celebrate his 60th birthday, which occurred in 2009. The contributions have been written by a number of his colleagues and co-authors. All papers have been - viewed and presented as keynote talks at the internationa