A general converse comparison theorem for backward stochastic differentialequations

Authors
Coquet, F Hu, Y Memin, J Peng, S
Citation
F. Coquet et al., A general converse comparison theorem for backward stochastic differentialequations, CR AC S I, 333(6), 2001, pp. 577-581
Citations number
8
Categorie Soggetti
Mathematics
Journal title
COMPTES RENDUS DE L ACADEMIE DES SCIENCES SERIE I-MATHEMATIQUE
ISSN journal
07644442 → ACNP
Volume
333
Issue
6
Year of publication
2001
Pages
577 - 581
Database
ISI
SICI code
0764-4442(20010915)333:6<577:AGCCTF>2.0.ZU;2-D
Abstract
In this Note, we establish a general converse comparison theorem for backwa rd stochastic differential equations (BSDEs). (C) 2001 Academie des science s/Editions scientifiques et medicales Elsevier SAS.