Local Strict Comparison Theorem and Converse Comparison Theorems for Reflected Backward Stochastic Differential Equations

Details Local Strict Comparison Theorem and Converse Comparison Theorems for Reflected Backward Stochastic Differential Equations Local Strict Comparison Theorem and Converse Comparison Theorems for Reflected Backward Stochastic Differential Equations

2006-12-31

arxiv.org/abs/math/0701021v1

Stochastic Processes and Their Applications.117 (2007)1234-1250

Mathematics

Probability

Scientific paper

10.1016/j.spa.2006.12.008

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

Affiliated with

Also associated with

No associations

Rating

Local Strict Comparison Theorem and Converse Comparison Theorems for Reflected Backward Stochastic Differential Equations does not yet have a rating. At this time, there are no reviews or comments for this scientific paper.

If you have personal experience with Local Strict Comparison Theorem and Converse Comparison Theorems for Reflected Backward Stochastic Differential Equations, we encourage you to share that experience with our LandOfFree.com community. Your opinion is very important and Local Strict Comparison Theorem and Converse Comparison Theorems for Reflected Backward Stochastic Differential Equations will most certainly appreciate the feedback.

Rate now

Comments { 0 }

Profile ID: LFWR-SCP-O-294057