A local strict comparison theorem and converse comparison theorems for reflected backward stochastic differential equations (Q2642033)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: A local strict comparison theorem and converse comparison theorems for reflected backward stochastic differential equations |
scientific article; zbMATH DE number 5180254
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | A local strict comparison theorem and converse comparison theorems for reflected backward stochastic differential equations |
scientific article; zbMATH DE number 5180254 |
Statements
A local strict comparison theorem and converse comparison theorems for reflected backward stochastic differential equations (English)
0 references
20 August 2007
0 references
Comparison theorems allow to compare the solutions of two stochastic differential equations (SDEs) in terms of their terminal conditions and their generators. The authors prove a local strict comparison theorem and some converse comparison theorems for reflected backward SDEs under suitable conditions which reveal some monotonicity relation between the solution, the generator and obstacles.
0 references
reflected backward stochastic differential equations
0 references
comparison theorems
0 references
0 references
0.8605695962905884
0 references
0.854975700378418
0 references
0.8493791222572327
0 references
