A local strict comparison theorem and converse comparison theorems for reflected backward stochastic differential equations
نویسندگان
چکیده
منابع مشابه
2 00 6 Local Strict Comparison Theorem and Converse Comparison Theorems for Reflected Backward Stochastic Differential Equations ∗
A local strict comparison theorem and some converse comparison theorems are proved for reflected backward stochastic differential equations under suitable conditions. AMS 2000 Subject Classification: 60H10, 60H30
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ژورنال
عنوان ژورنال: Stochastic Processes and their Applications
سال: 2007
ISSN: 0304-4149
DOI: 10.1016/j.spa.2006.12.008