| Article ID | Journal | Published Year | Pages | File Type |
|---|---|---|---|---|
| 1154420 | Statistics & Probability Letters | 2009 | 10 Pages |
Abstract
We prove some comparison theorems for forward backward SDEs in 1-dimension or multi-dimension by probabilistic method and duality technique.
Related Topics
Physical Sciences and Engineering
Mathematics
Statistics and Probability
Authors
Zhen Wu, Mingyu Xu,