Representation and converse comparison theorems for multidimensional BSDEs

Haodong Liu and Shuzhen Yang

Statistics & Probability Letters, 2017, vol. 127, issue C, 67-74

Abstract: In this paper, we consider a certain kind of multidimensional BSDEs. Under the assumption that the generators satisfy monotonicity condition in y, we investigate representation and converse comparison theorems for these BSDEs.

Keywords: Multidimensional BSDEs; Converse comparison theorem (search for similar items in EconPapers)
Date: 2017
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Citations: View citations in EconPapers (1)

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DOI: 10.1016/j.spl.2017.03.025

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