Comparison theorem for Brownian multidimensional BSDEs via jump processes
نویسندگان
چکیده
منابع مشابه
Comparison theorem for Brownian multidimensional BSDEs via jump processes
In this note, we provide an original proof of the comparison theorem for multidimensional Brownian BSDEs in the case where at each line k the generator depends on the matrix variable Z only through its row k.
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ژورنال
عنوان ژورنال: Comptes Rendus Mathematique
سال: 2011
ISSN: 1631-073X
DOI: 10.1016/j.crma.2011.03.012