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Converse comparison theorems for backward stochastic differential equations

✍ Scribed by Long Jiang


Book ID
108267219
Publisher
Elsevier Science
Year
2005
Tongue
English
Weight
229 KB
Volume
71
Category
Article
ISSN
0167-7152

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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