Converse comparison theorems for backward stochastic differential equations

Long Jiang

Statistics & Probability Letters, 2005, vol. 71, issue 2, 173-183

Abstract: This paper establishes two converse comparison theorems for generators of backward stochastic differential equations (BSDEs), one is for those generators which are mean square locally bounded, the other is for general generators of BSDEs.

Keywords: Backward; stochastic; differential; equation; Generator; Comparison; theorem; Converse; comparison; theorem (search for similar items in EconPapers)
Date: 2005
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Citations: View citations in EconPapers (4)

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