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
Pages
17
From page
1234
To page
1250
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
Serial Year
2007
Journal title
Stochastic Processes and their Applications
Record number
1577911
Link To Document