The converse comparison theorems for generators of backward stochastic differential equations

MaRDI QIDQ3540504zbMATH OpenFDO

Authors Long Jiang

Publication date 24 November 2008

zbMATH Keywords

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

Mathematics Subject Classification ID

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

Recommendations

• Converse comparison theorems for backward stochastic differential equations
• A converse comparison theorem for some backward stochastic differential equations
• A generalized comparison theorem for BSDEs and its applications
• A converse comparison theorem for backward stochastic differential equations
• A converse comparison theorem for g-expectations

Cited in

(10)

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

This page was built for publication: The converse comparison theorems for generators of backward stochastic differential equations

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3540504)