A general converse comparison theorem for backward stochastic differential equations

被引：21

作者：

Coquet, F

Hu, Y

Mémin, J

Peng, S

机构：

[1] Univ Rennes 1, Inst Rech Math Rennes, F-35042 Rennes, France

[2] Shandong Univ, Dept Math, Jinan 250100, Peoples R China

来源：

COMPTES RENDUS DE L ACADEMIE DES SCIENCES SERIE I-MATHEMATIQUE | 2001年 / 333卷 / 06期

关键词：

D O I：

10.1016/S0764-4442(01)02062-6

中图分类号：

O1 [数学];

学科分类号：

0701 ; 070101 ;

摘要：

In this Note, we establish a general converse comparison theorem for backward stochastic differential equations (BSDEs). (C) 2001 Academie des sciences/Editions scientifiques et medicales Elsevier SAS.

引用

页码：577 / 581

页数：5

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