A local strict comparison theorem and converse comparison theorems for reflected backward stochastic differential equations

Juan Li and Shanjian Tang

Stochastic Processes and their Applications, 2007, vol. 117, issue 9, 1234-1250

Abstract: A local strict comparison theorem and some converse comparison theorems are proved for reflected backward stochastic differential equations under suitable conditions.

Keywords: Reflected; backward; stochastic; differential; equations; Comparison; theorem (search for similar items in EconPapers)
Date: 2007
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