On the comparison theorem for multidimensional BSDEs

被引：49

作者：

Hu, Ying

Peng, Shige

机构：

[1] Univ Rennes 1, IRMAR, F-35042 Rennes, France

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

来源：

COMPTES RENDUS MATHEMATIQUE | 2006年 / 343卷 / 02期

关键词：

D O I：

10.1016/j.crma.2006.05.019

中图分类号：

O1 [数学];

学科分类号：

0701 ; 070101 ;

摘要：

In this Note, we give a necessary and sufficient condition under which the comparison theorem holds for multidimensional backward stochastic differential equations (BSDEs) and for matrix-valued BSDEs.

引用

页码：135 / 140

页数：6

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