scientific article; zbMATH DE number 1867088

MaRDI QIDQ4792522zbMATH OpenFDO

Authors Zengjing Chen, Xiangrong Wang

Publication date 24 March 2003

zbMATH Keywords

backward stochastic differential equationpartial differential equationcomonotonicity

Mathematics Subject Classification ID

Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10)

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Cited in

(5)

• Comonotonic theorems of BSDEs with stochastic generators
• A comonotonic theorem for backward stochastic differential equations in \(L^p\) and its applications
• Comonotonic theorems of BSDEs with deterministic generators
• A comonotonic theorem for BSDEs
• Malliavin derivative and comonotonic theorems for BSDEs

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