A generalized comparison theorem for BSDEs and its applications

DOI10.1007/s10959-010-0293-8zbMath1245.60055MaRDI QIDQ2428525

Long Jiang, Sheng-Jun Fan

Publication date: 26 April 2012

Published in: Journal of Theoretical Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10959-010-0293-8

zbMATH Keywords

comparison theorem; existence and uniqueness; backward stochastic differential equation; uniformly continuous generator; monotonic generator

Mathematics Subject Classification ID

60H10: Stochastic ordinary differential equations (aspects of stochastic analysis)

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