Title of article :
A local strict comparison theorem and converse comparison theorems for reflected backward stochastic differential equations
Author/Authors :
Li، نويسنده , , Juan and Tang، نويسنده , , Shanjian، نويسنده ,
Issue Information :
روزنامه با شماره پیاپی سال 2007
Abstract :
A local strict comparison theorem and some converse comparison theorems are proved for reflected backward stochastic differential equations under suitable conditions.
Keywords :
Comparison theorem , Reflected backward stochastic differential equations
Journal title :
Stochastic Processes and their Applications
Journal title :
Stochastic Processes and their Applications
