Publication:3609474

zbMath1174.60026MaRDI QIDQ3609474

Juan Li, Yan Ling Gu

Publication date: 6 March 2009

zbMATH Keywords

comparison theorem; reflected backward stochastic differential equations; converse comparison theorem

Mathematics Subject Classification ID

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

60H30: Applications of stochastic analysis (to PDEs, etc.)