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

Simple item page
dc.creatorLi, Juan
dc.creatorTang, Shanjian
dc.date2006-12-31
dc.date.accessioned2026-07-07T09:18:40Z
dc.date.available2026-07-07T09:18:40Z
dc.descriptionA local strict comparison theorem and some converse comparison theorems are proved for reflected backward stochastic differential equations under suitable conditions.
dc.identifierhttps://arxiv.org/abs/math/0701021
dc.identifierhttp://arxiv.org/abs/math/0701021
dc.identifierStochastic Processes and Their Applications.117 (2007)1234-1250
dc.identifierdoi:10.1016/j.spa.2006.12.008
dc.identifier.urihttp://salesiana.dossiersoluciones.com/handle/123456789/154109
dc.subjectProbability
dc.subjectSymplectic Geometry
dc.subject60H10, 60H30
dc.titleLocal Strict Comparison Theorem and Converse Comparison Theorems for Reflected Backward Stochastic Differential Equations
dc.typetext

Files

Collections

arXiv