Comparison theorem for Brownian multidimensional BSDEs via jump processes
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Publication:533992
DOI10.1016/J.CRMA.2011.03.012zbMATH Open1218.60050OpenAlexW2015404531MaRDI QIDQ533992FDOQ533992
Publication date: 10 May 2011
Published in: Comptes Rendus. Mathématique. Académie des Sciences, Paris (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.crma.2011.03.012
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Cites Work
- On the comparison theorem for multidimensional BSDEs
- A Generalized dynamic programming principle and hamilton-jacobi-bellman equation
- Backward stochastic differential equations with jumps and related nonlinear expectations
- Viability property for a backward stochastic differential equation and applications to partial differential equations
Cited In (4)
- Comparison theorems for multi-dimensional general mean-field BDSDES
- Anticipated backward stochastic differential equations with jumps under the non-Lipschitz condition
- Title not available (Why is that?)
- Comparison theorem, Feynman-Kac formula and Girsanov transformation for BSDEs driven by \(G\)-Brownian motion
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