A comparison result for FBSDE with applications to decisions theory (Q1397023)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A comparison result for FBSDE with applications to decisions theory |
scientific article |
Statements
A comparison result for FBSDE with applications to decisions theory (English)
0 references
16 July 2003
0 references
Solutions of the forward-backward stochastic differential equation here are discussed. Some comprised result is proved for the backward component at the initial time. The obtained results are applied to the utility theory.
0 references
forward-backward stochactic differential equation
0 references
comparison theory
0 references
