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The comparison theorem of FBSDE

โœ Scribed by Zhen Wu


Publisher
Elsevier Science
Year
1999
Tongue
English
Weight
86 KB
Volume
44
Category
Article
ISSN
0167-7152

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โœฆ Synopsis


We prove one comparison theorem of FBSDE using pure probabilistic method and duality technique. The method allows the coe cients in FBSDE to be random and with possible degeneracy in the forward equation.


๐Ÿ“œ SIMILAR VOLUMES


Comparison theorems of Levin type
โœ B.S Lalli; R.P Jahagirdar ๐Ÿ“‚ Article ๐Ÿ“… 1975 ๐Ÿ› Elsevier Science ๐ŸŒ English โš– 160 KB