Converse comparison theorems for backward stochastic differential equations (Q2483852)

Let \[ y_t= \xi+ \int^T_t g(s,y_s, z_s)\,ds- \int^T_t z_s \,dB_s,\quad 0\leq t\leq T,\tag{1} \] where the function \(g\) is Lipschitz in both variables \(y\) and \(z\), \(\xi\) and \((g(s,0,0))_{s\in [0,T]}\) are square integrable, \((B_t)_{t\geq 0}\) is a \(d\)-dimensional standard Brownian motion, be a backward stochastic differential equation (BSDE). \(g\) is said to be the generator of BSDE (1), \((T,\xi)\) are called terminal conditions of BSDE (1). The author proves the converse comparison theorems for generators of BSDEs.