On the comparison theorem for multidimensional BSDEs (Q2499743): Difference between revisions

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+https://doi.org/10.1016/j.crma.2006.05.019
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+W2013069895
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@@ Property / cites work @@
+A converse comparison theorem for BSDEs and related properties of \(g\)-expectation
+Normal rank
@@ Property / cites work @@
+Viability property for a backward stochastic differential equation and applications to partial differential equations
+Normal rank
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+A general converse comparison theorem for backward stochastic differential equations
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+Backward Stochastic Differential Equations in Finance
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+Q4029028
@@ Property / cites work: Q4029028 / rank @@
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+A Generalized dynamic programming principle and hamilton-jacobi-bellman equation
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+Publication:2499743