Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
10526270 | Statistics & Probability Letters | 2005 | 11 Pages |
Abstract
This paper establishes two converse comparison theorems for generators of backward stochastic differential equations (BSDEs), one is for those generators which are mean square locally bounded, the other is for general generators of BSDEs.
Keywords
Related Topics
Physical Sciences and Engineering
Mathematics
Statistics and Probability
Authors
Long Jiang,