A local strict comparison theorem and converse comparison theorems for reflected backward stochastic differential equations (Q2642033): Difference between revisions
From MaRDI portal
Created a new Item |
Added link to MaRDI item. |
||
| links / mardi / name | links / mardi / name | ||
Revision as of 11:42, 3 February 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A local strict comparison theorem and converse comparison theorems for reflected backward stochastic differential equations |
scientific article |
Statements
A local strict comparison theorem and converse comparison theorems for reflected backward stochastic differential equations (English)
0 references
20 August 2007
0 references
Comparison theorems allow to compare the solutions of two stochastic differential equations (SDEs) in terms of their terminal conditions and their generators. The authors prove a local strict comparison theorem and some converse comparison theorems for reflected backward SDEs under suitable conditions which reveal some monotonicity relation between the solution, the generator and obstacles.
0 references
reflected backward stochastic differential equations
0 references
comparison theorems
0 references
