Local Strict Comparison Theorem and Converse Comparison Theorems for Reflected Backward Stochastic Differential Equations
Probability
2008-02-05 v1 Symplectic Geometry
Abstract
A local strict comparison theorem and some converse comparison theorems are proved for reflected backward stochastic differential equations under suitable conditions.
Keywords
Cite
@article{arxiv.math/0701021,
title = {Local Strict Comparison Theorem and Converse Comparison Theorems for Reflected Backward Stochastic Differential Equations},
author = {Juan Li and Shanjian Tang},
journal= {arXiv preprint arXiv:math/0701021},
year = {2008}
}