The converse comparison theorems for generators of backward stochastic differential equations

zbMATH Open1151.60029MaRDI QIDQ3540504FDOQ3540504

Authors: Long Jiang 

Publication date: 24 November 2008

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zbMATH Keywords

comparisongenerator\(L^2\)-bounded generatorconverse comparison. theorem

Mathematics Subject Classification ID

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

Cited In (10)

• Representation theorems for generators of backward stochastic differential equations
• A converse comparison theorem for \(g\)-expectations
• Converse comparison theorems for reflected BSDEs with double obstacles
• Comparison theorem for diagonally quadratic BSDEs
• A converse comparison theorem for backward stochastic differential equations with jumps
• A relationship between the conditional \(g\)-evaluation system and the generator \(g\) and its applica\-tions
• Converse comparison theorems for backward stochastic differential equations
• A converse comparison theorem for backward stochastic differential equations
• A converse comparison theorem for some backward stochastic differential equations
• A local strict comparison theorem and converse comparison theorems for reflected backward stochastic differential equations

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