A generalized comparison theorem for BSDEs and its applications
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Publication:2428525
DOI10.1007/s10959-010-0293-8zbMath1245.60055MaRDI QIDQ2428525
Publication date: 26 April 2012
Published in: Journal of Theoretical Probability (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10959-010-0293-8
comparison theorem; existence and uniqueness; backward stochastic differential equation; uniformly continuous generator; monotonic generator
60H10: Stochastic ordinary differential equations (aspects of stochastic analysis)
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