Converse comparison theorems for reflected BSDEs with double obstacles (Q3611037)
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scientific article; zbMATH DE number 5525673
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| English | Converse comparison theorems for reflected BSDEs with double obstacles |
scientific article; zbMATH DE number 5525673 |
Statements
6 March 2009
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reflected backward stochastic differential equation
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generator
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comparison theorem
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converse comparison theorem
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0.9317668080329896
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0.9011884927749634
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0.8743782043457031
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0.8605695962905884
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