A converse comparison theorem for backward stochastic differential equations with jumps

Details A converse comparison theorem for backward stochastic differential equations with jumps A converse comparison theorem for backward stochastic differential equations with jumps

2010-10-29

arxiv.org/abs/1010.6170v2

Statistics and Probability Letters 81, 298-301, 2011

Mathematics

Probability

The former version contains an error in the proof of the main theorem. This version presents a similar result, but for a more

Scientific paper

10.1016/j.spl.2010.10.016

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

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