| Article ID | Journal | Published Year | Pages | File Type |
|---|---|---|---|---|
| 5129686 | Statistics & Probability Letters | 2017 | 8 Pages |
Abstract
In this paper, we consider a certain kind of multidimensional BSDEs. Under the assumption that the generators satisfy monotonicity condition in y, we investigate representation and converse comparison theorems for these BSDEs.
Keywords
Related Topics
Physical Sciences and Engineering
Mathematics
Statistics and Probability
Authors
Haodong Liu, Shuzhen Yang,