Comonotonic theorems of BSDEs with deterministic generators

MaRDI QIDQ3430878zbMATH OpenFDO

Authors Hui Zhang

Publication date 5 April 2007

zbMATH Keywords

backward stochastic differential equationMalliavin derivative

Mathematics Subject Classification ID

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

Recommendations

• Comonotonic theorems of BSDEs with stochastic generators
• Malliavin derivative and comonotonic theorems for BSDEs
• A comonotonic theorem for BSDEs
• scientific article; zbMATH DE number 1867088
• Representation theorems for generators of BSDEs with monotonic and convex growth generators

Cited in

(4)

• A comonotonic theorem for BSDEs
• Malliavin derivative and comonotonic theorems for BSDEs
• Comonotonic theorems of BSDEs with stochastic generators
• scientific article; zbMATH DE number 1867088 (Why is no real title available?)

This page was built for publication: Comonotonic theorems of BSDEs with deterministic generators

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3430878)