Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
1153065 | Statistics & Probability Letters | 2013 | 11 Pages |
Abstract
Under the most elementary conditions on stochastic differential equations and some milder conditions on backward stochastic differential equations with finite or infinite time intervals and linear-growth generators, a representation theorem of generators and a converse comparison theorem of solutions are established in this paper.
Keywords
Related Topics
Physical Sciences and Engineering
Mathematics
Statistics and Probability
Authors
HengMin Zhang, ShengJun Fan,