Converse Comparison Theorems for Backward Stochastic Differential Equations

Xiao Qin Huang; Wei Hua Jiang; Xiao Jie Liu

doi:10.4028/www.scientific.net/AMM.411-414.1400

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HomeApplied Mechanics and MaterialsApplied Mechanics and Materials Vols. 411-414Converse Comparison Theorems for Backward...

Converse Comparison Theorems for Backward Stochastic Differential Equations

Abstract:

In this note, we establish a converse comparison theorem for backward stochastic differential equations (BSDEs).

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Periodical:

Applied Mechanics and Materials (Volumes 411-414)

Pages:

1400-1403

DOI:

https://doi.org/10.4028/www.scientific.net/AMM.411-414.1400

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Online since:

September 2013

Authors:

Xiao Qin Huang, Wei Hua Jiang, Xiao Jie Liu*

Keywords:

Backward Stochastic Differential Equation, Comparison Theorem, Converse Comparison Theorem, Generator

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* - Corresponding Author

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