A local strict comparison theorem and converse comparison theorems for reflected backward stochastic differential equations

نویسندگان
چکیده

برای دانلود باید عضویت طلایی داشته باشید

برای دانلود متن کامل این مقاله و بیش از 32 میلیون مقاله دیگر ابتدا ثبت نام کنید

اگر عضو سایت هستید لطفا وارد حساب کاربری خود شوید

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

متن کامل

Representation Theorems for Backward Stochastic Differential Equations

In this paper we investigate a class of backward stochastic differential equations (BSDE) whose terminal values are allowed to depend on the history of a forward diffusion. We first establish a probabilistic representation for the spatial gradient of the viscosity solution to a quasilinear parabolic PDE in the spirit of the Feynman–Kac formula, without using the derivatives of the coefficients ...

متن کامل

A New Type of Reflected Backward Doubly Stochastic Differential Equations

In this paper, we introduce a new kind of ”variant” reflected backward doubly stochastic differential equations (VRBDSDEs in short), where the drift is the nonlinear function of the barrier process. In the one stochastic case, this type of equations have been already studied by Ma and Wang [26]. They called it as ”variant” reflected BSDEs (VRBSDEs in short) based on the general version of the S...

متن کامل

(reflected) Backward Stochastic Differential Equations and Contingent Claims

We review the relations between adjoints of stochastic control problems with the derivative of the value function, and the latter with the value function of a stopping problem. These results are applied to the pricing of contingent claims.

متن کامل

Reflected backward doubly stochastic differential equations with time delayed generators

We consider a class of reflected backward doubly stochastic differential equations with time delayed generator (in short RBDSDE with time delayed generator), in this case generator at time t can depend on the values of a solution in the past. Under a Lipschitz condition, we ensure the existence and uniqueness of the solution.

متن کامل

ذخیره در منابع من


  با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید

ژورنال

عنوان ژورنال: Stochastic Processes and their Applications

سال: 2007

ISSN: 0304-4149

DOI: 10.1016/j.spa.2006.12.008