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A representation theorem and a converse comparison theorem of RBSDEs with continuous coefficients - MaRDI portal

A representation theorem and a converse comparison theorem of RBSDEs with continuous coefficients (Q2924769)

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scientific article; zbMATH DE number 6365133
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English
A representation theorem and a converse comparison theorem of RBSDEs with continuous coefficients
scientific article; zbMATH DE number 6365133

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    3 November 2014
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    backward stochastic differential equations
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    representation theorem
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    converse comparison theorem
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    A representation theorem and a converse comparison theorem of RBSDEs with continuous coefficients (English)
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