On the comparison theorem for multidimensional BSDEs
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Publication:2499743
DOI10.1016/j.crma.2006.05.019zbMath1098.60052MaRDI QIDQ2499743
Publication date: 14 August 2006
Published in: Comptes Rendus. Mathématique. Académie des Sciences, Paris (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.crma.2006.05.019
60H20: Stochastic integral equations
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Cites Work
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- Viability property for a backward stochastic differential equation and applications to partial differential equations
- A converse comparison theorem for BSDEs and related properties of \(g\)-expectation
- A general converse comparison theorem for backward stochastic differential equations
- A Generalized dynamic programming principle and hamilton-jacobi-bellman equation
- Backward Stochastic Differential Equations in Finance