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Comparison theorem for solutions of backward stochastic differential equations with continuous coefficient

โœ Scribed by Jicheng Liu; Jiagang Ren

Publisher
Elsevier Science
Year
2002
Tongue
English
Weight
106 KB
Volume
56
Category
Article
ISSN
0167-7152

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โœฆ Synopsis

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 cient is only continuous.

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