{"entities":{"Q2756232":{"pageid":2766971,"ns":120,"title":"Item:Q2756232","lastrevid":47704405,"modified":"2026-01-02T11:51:25Z","type":"item","id":"Q2756232","labels":{"en":{"language":"en","value":"A general converse comparison theorem for backward stochastic differential equations"}},"descriptions":{"en":{"language":"en","value":"scientific article; zbMATH DE number 1672768"}},"aliases":{},"claims":{"P31":[{"mainsnak":{"snaktype":"value","property":"P31","hash":"fd5912e4dab4b881a8eb0eb27e7893fef55176ad","datavalue":{"value":{"entity-type":"item","numeric-id":56887,"id":"Q56887"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2756232$282E014E-F921-43BC-A118-1AA0487E552E","rank":"normal"}],"P159":[{"mainsnak":{"snaktype":"value","property":"P159","hash":"d48c494ef64fd28d125b50c8c66cbbe1f98e9750","datavalue":{"value":{"text":"A general converse comparison theorem for backward stochastic differential equations","language":"en"},"type":"monolingualtext"},"datatype":"monolingualtext"},"type":"statement","id":"Q2756232$4DD845A4-7121-4F25-A4FB-D01193E109B2","rank":"normal"}],"P225":[{"mainsnak":{"snaktype":"value","property":"P225","hash":"04bbf396bff216d25efe0421aa430581ca10e853","datavalue":{"value":"0994.60064","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q2756232$8D882603-A85D-4546-8BF5-9BA68CB6EFFB","rank":"normal"}],"P27":[{"mainsnak":{"snaktype":"value","property":"P27","hash":"32c7e3d13dec6405b94d2efe300b480ff477db18","datavalue":{"value":"10.1016/S0764-4442(01)02062-6","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q2756232$86EDE7D5-0FE8-4CE1-957D-E7CDBB9318FF","rank":"normal"}],"P16":[{"mainsnak":{"snaktype":"value","property":"P16","hash":"3c4d01726e4f24a3157e7cabd76ab9489db9a9c1","datavalue":{"value":{"entity-type":"item","numeric-id":252417,"id":"Q252417"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2756232$BB68F6A4-A576-40EC-9D69-41501697C570","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P16","hash":"0dff22300ccb0ce9532dbb3dc52c942aae23122e","datavalue":{"value":{"entity-type":"item","numeric-id":181534,"id":"Q181534"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2756232$293C4CEC-4752-4B29-B47C-788CCC0BB6B0","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P16","hash":"b27cac5fa37fd1837e7a446f1ed119bccbeb8ab8","datavalue":{"value":{"entity-type":"item","numeric-id":1208944,"id":"Q1208944"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2756232$7138617E-3378-462D-8754-A5EA073C70C5","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P16","hash":"db3d3d62572a63cd1186b5bdc50dc8a7ef38cda2","datavalue":{"value":{"entity-type":"item","numeric-id":925967,"id":"Q925967"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2756232$BE14C6CC-4E02-47C3-8CF5-B9D365F6B1B9","rank":"normal"}],"P28":[{"mainsnak":{"snaktype":"value","property":"P28","hash":"c887bb0fb36275dc17f979b8c357cde52c81ed3c","datavalue":{"value":{"time":"+2002-10-07T00:00:00Z","timezone":0,"before":0,"after":0,"precision":11,"calendarmodel":"http://www.wikidata.org/entity/Q1985727"},"type":"time"},"datatype":"time"},"type":"statement","id":"Q2756232$9EA1FAC8-D042-4264-BB27-83F477067124","rank":"normal"}],"P226":[{"mainsnak":{"snaktype":"value","property":"P226","hash":"b1355fbb4f7dce5b1a2a667a659d4b16ecef07e4","datavalue":{"value":"60H10","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q2756232$8473D1F5-1DB3-44B3-A7E0-3961B997E175","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P226","hash":"b1a9a20c16e14977aabce86aca077afc2aca3644","datavalue":{"value":"93E03","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q2756232$ADF8FDB7-4024-4A45-A699-AFFA9A2AAF7C","rank":"normal"}],"P1451":[{"mainsnak":{"snaktype":"value","property":"P1451","hash":"00b78179d40215860d0d0b048415f06837a94a4b","datavalue":{"value":"1672768","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q2756232$00B75386-E971-452D-B1DF-CE78D3048E3D","rank":"normal"}],"P1450":[{"mainsnak":{"snaktype":"value","property":"P1450","hash":"22766f178bae6b25ed27be57cbbad970e7ac8cef","datavalue":{"value":"backward stochastic differential equations","type":"string"},"datatype":"string"},"type":"statement","id":"Q2756232$BF3FB523-51D3-4A88-A6D1-BBC7A60380BD","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"062551b0c16a0f859647fa3ead0117528006c7a9","datavalue":{"value":"comparison theorem","type":"string"},"datatype":"string"},"type":"statement","id":"Q2756232$EE161C38-722C-40E3-B9CA-78D448C2D12D","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"2a4249a0ca938d4fa6a3a904d01ba1d388ceb9f9","datavalue":{"value":"\\(g\\)-expectation","type":"string"},"datatype":"string"},"type":"statement","id":"Q2756232$963AA35F-EEC1-442B-BB33-BF6663C609C2","rank":"normal"}],"P1460":[{"mainsnak":{"snaktype":"value","property":"P1460","hash":"57f7fea50d2ce1b39b695c4a1313582eed405e38","datavalue":{"value":{"entity-type":"item","numeric-id":5976449,"id":"Q5976449"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2756232$44819190-718B-4C9E-891E-11D5989F1D48","rank":"normal"}],"P205":[{"mainsnak":{"snaktype":"value","property":"P205","hash":"6d129327dac0cd76a5675af6b13021d49f1b4c24","datavalue":{"value":"https://doi.org/10.1016/s0764-4442(01)02062-6","type":"string"},"datatype":"url"},"type":"statement","id":"Q2756232$C1F7F59F-84FF-40A4-98AC-42429D45AFD3","rank":"normal"}],"P388":[{"mainsnak":{"snaktype":"value","property":"P388","hash":"f190c64aaba8806999ea93f74cb57220c3c929b0","datavalue":{"value":"W2023959339","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q2756232$ACDF7D0E-4AC3-4EBC-9D2F-473682C12C95","rank":"normal"}],"P12":[{"mainsnak":{"snaktype":"value","property":"P12","hash":"1952dac2582f99ffa3a718b6855d30604053e31c","datavalue":{"value":"Q128118319","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q2756232$66C777D6-7D53-487D-AC8A-0236B6365885","rank":"normal"}],"P200":[{"mainsnak":{"snaktype":"value","property":"P200","hash":"784dddcb21c0c16cef72e3635cdb449a46407e47","datavalue":{"value":{"entity-type":"item","numeric-id":6483305,"id":"Q6483305"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2756232$8D04075A-A416-4992-BCD4-715656E319BB","rank":"normal"}],"P1448":[{"mainsnak":{"snaktype":"value","property":"P1448","hash":"df8b538660713f4e5f1f035f3ceb1589e210a9ef","datavalue":{"value":"Let \\((Y^i,Z^i)\\), \\(i=1,2\\), be the solutions of two backward stochastic differential equations NEWLINE\\[NEWLINEY_t=\\xi+ \\int^T_t g_i(s,Y_s,Z_s)ds-\\int^T_t Z_sdW_s,\\quad t\\in [0,T],\\;i=1,2.NEWLINE\\]NEWLINE It is a classical result that, if \\(P\\)-a.s., \\(\\forall (t,y,z)\\), \\(g_1(t,y,z)\\geq g_2(t,y,z)\\), then, \\(P\\)-a.s., \\(\\forall t\\in [0,T]\\), \\(Y_t^1\\geq Y_t^2\\) [\\textit{E. Pardoux} and \\textit{S. Peng}, in: Stochastic partial differential equations and their applications. Lect. Notes Control Inf. Sci. 176, 200-217 (1992; Zbl 0766.60079) or \\textit{N. El Karoui}, \\textit{S. Peng} and \\textit{M. C. Quenez}, Math. Finance 7, No. 1, 1-71 (1997; Zbl 0884.90035)]. The authors prove here that, under convenient assumptions, a converse comparison theorem holds: The following two conditions are equivalent NEWLINENEWLINENEWLINEi) \\(P\\)-a.s., \\(\\forall(t,y,z)\\), \\(g_1(t,y,z)\\geq g_2(t,y,z);\\)NEWLINENEWLINENEWLINEii) for each \\(\\xi\\in L^1({\\mathcal F}_T)\\), \\({\\mathcal E}_{g_1}(\\xi) \\geq{\\mathcal E}_{g_2}(\\xi)\\), where \\({\\mathcal E}_g(\\xi):=Y_0\\) denotes the \\(g\\)-expectation of \\(\\xi\\).","type":"string"},"datatype":"string"},"type":"statement","id":"Q2756232$0F5510C5-39A6-4EF7-AA08-ACE01258BEFF","rank":"normal"}],"P1447":[{"mainsnak":{"snaktype":"value","property":"P1447","hash":"3b7fe1893e60a18dc258e15c9b4a7a571da0a4c6","datavalue":{"value":{"entity-type":"item","numeric-id":367456,"id":"Q367456"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2756232$01DB8F00-6F27-43A3-95D5-E9FEC5277176","rank":"normal"}],"P1643":[{"mainsnak":{"snaktype":"value","property":"P1643","hash":"8775075dfdcdd9fa076307f8d319b476a790465f","datavalue":{"value":{"entity-type":"item","numeric-id":2483852,"id":"Q2483852"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"baeec3c652c9785d97c156840215d4b6daba97e6","datavalue":{"value":{"amount":"+0.8877739310264587","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"a327a09ea0305e98d5cf33bd4036320e19f2aed0","datavalue":{"value":{"entity-type":"item","numeric-id":6821328,"id":"Q6821328"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q2756232$F4393DD8-4732-4F9D-A13C-3A5FC53B9EE9","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"55674091624f7e7544af363ef242cc0a6c69841c","datavalue":{"value":{"entity-type":"item","numeric-id":3052635,"id":"Q3052635"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"1bfe5dcb97dd3a2d73dc94b54a9a11a8db5ea7f7","datavalue":{"value":{"amount":"+0.8868213295936584","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"a327a09ea0305e98d5cf33bd4036320e19f2aed0","datavalue":{"value":{"entity-type":"item","numeric-id":6821328,"id":"Q6821328"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q2756232$E384C5A7-ACA1-4926-84FD-21C0F0F5E0F1","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"73f6944ee5a34bf25e8c98ad22821a8d39569e97","datavalue":{"value":{"entity-type":"item","numeric-id":1583630,"id":"Q1583630"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"a6ad9b647c798f99fa8f475ff8e73a8652573293","datavalue":{"value":{"amount":"+0.8835300207138062","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"a327a09ea0305e98d5cf33bd4036320e19f2aed0","datavalue":{"value":{"entity-type":"item","numeric-id":6821328,"id":"Q6821328"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q2756232$76BBD2E8-3B36-420A-BDE8-316F04EB42F6","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"b1cbd8755bf1e6efdc7d695adddd05ee138989a1","datavalue":{"value":{"entity-type":"item","numeric-id":2454992,"id":"Q2454992"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"a6ad9b647c798f99fa8f475ff8e73a8652573293","datavalue":{"value":{"amount":"+0.8835300207138062","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"a327a09ea0305e98d5cf33bd4036320e19f2aed0","datavalue":{"value":{"entity-type":"item","numeric-id":6821328,"id":"Q6821328"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q2756232$1D8E70C6-5FC0-4BC5-8AED-CD0DF532A71E","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"a31df6d093a512c0c44d0756dd02c5d04173df77","datavalue":{"value":{"entity-type":"item","numeric-id":3409651,"id":"Q3409651"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"a82f71827d139f3a27fa600915bf52d6bc28a4e4","datavalue":{"value":{"amount":"+0.8811646699905396","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"a327a09ea0305e98d5cf33bd4036320e19f2aed0","datavalue":{"value":{"entity-type":"item","numeric-id":6821328,"id":"Q6821328"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q2756232$58A54358-0C58-4ED1-808A-0214F37CB900","rank":"normal"}]},"sitelinks":{"mardi":{"site":"mardi","title":"Publication:2756232","badges":[],"url":"https://portal.mardi4nfdi.de/wiki/Publication:2756232"}}}}}