A comparison theorem for solutions of backward stochastic differential equations. (Q2767317)
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scientific article; zbMATH DE number 1697336
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A comparison theorem for solutions of backward stochastic differential equations. |
scientific article; zbMATH DE number 1697336 |
Statements
29 January 2002
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backward stochastic differential equation
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Bihari's inequality
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comparison theroem
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local time
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Tanaka-Meyer formula
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A comparison theorem for solutions of backward stochastic differential equations. (English)
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