Converse comparison problems for reflected backward stochastic differential equations. I

MaRDI QIDQ3609474zbMATH OpenFDO

Authors Juan Li, Yan Ling Gu

Publication date 6 March 2009

zbMATH Keywords

comparison theoremreflected backward stochastic differential equationsconverse comparison theorem

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Applications of stochastic analysis (to PDEs, etc.) (60H30)

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Cited in

(7)

• Converse comparison theorems for multidimensional anticipated backward stochastic differential equations
• Converse comparison theorems for reflected BSDEs with double obstacles
• A representation theorem and a converse comparison theorem of RBSDEs with continuous coefficients
• A representation theorem for generators of reflected backward stochastic differential equations with double obstacles and its applications
• A general comparison theorem for reflected BSDEs
• Converse comparison theorems for backward stochastic differential equations
• A converse comparison theorem for backward stochastic differential equations

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