Comparison theorem for Brownian multidimensional BSDEs via jump processes (Q533992): Difference between revisions
From MaRDI portal
ReferenceBot (talk | contribs) Changed an Item |
Normalize DOI. |
||
| (One intermediate revision by one other user not shown) | |||
| Property / DOI | |||
| Property / DOI: 10.1016/j.crma.2011.03.012 / rank | |||
| Property / DOI | |||
| Property / DOI: 10.1016/J.CRMA.2011.03.012 / rank | |||
Normal rank | |||
Latest revision as of 20:44, 9 December 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Comparison theorem for Brownian multidimensional BSDEs via jump processes |
scientific article |
Statements
Comparison theorem for Brownian multidimensional BSDEs via jump processes (English)
0 references
10 May 2011
0 references
This note provides a new comparison theorem for multidimensional BSDEs. Here each line \(k\) of the generator is assumed to depend on the matrix variable \(Z\) only through its row \(k\). In the proof, a random measure is introduced which allows one to use existing results for BSDEs with jumps.
0 references
backward stochastic differential equation
0 references
comparison theorem
0 references
Poisson random measure
0 references
0 references
