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

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

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Probability, Symplectic Geometry, 60H10, 60H30

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http://salesiana.dossiersoluciones.com/handle/123456789/154109

Consulte el texto completo en el siguiente enlace:

https://arxiv.org/abs/math/0701021
 http://arxiv.org/abs/math/0701021
 Stochastic Processes and Their Applications.117 (2007)1234-1250
 doi:10.1016/j.spa.2006.12.008

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arXiv