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A converse comparison theorem for backward stochastic differential equations with jumps

Xavier De Scheemaekere ()

Statistics & Probability Letters, 2011, vol. 81, issue 2, 298-301

Abstract: This paper establishes a converse comparison theorem for real-valued backward stochastic differential equations with jumps.

Keywords: Backward; stochastic; differential; equation; with; jumps; Comparison; theorem; Converse; comparison; theorem (search for similar items in EconPapers)
Date: 2011
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Handle: RePEc:eee:stapro:v:81:y:2011:i:2:p:298-301