Article ID Journal Published Year Pages File Type
1152087 Statistics & Probability Letters 2013 8 Pages PDF
Abstract

In this paper, we construct a family of nonlinear operators by decoupled FBSDEs and prove that it forms a nonlinear semigroup under a binary operation. Moreover, we obtain the equivalent conditions of the monotonicity and order-preservation of semigroups.

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Related Topics
Physical Sciences and Engineering Mathematics Statistics and Probability
Preview
Stochastic monotonicity and order-preservation for a type of nonlinear semigroups
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