A new comparison theorem of multidimensional BSDEs
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Publication:2343572
DOI10.1007/s10255-012-0155-5zbMath1312.60078arXiv1010.5917OpenAlexW2168043122MaRDI QIDQ2343572
Publication date: 6 May 2015
Published in: Acta Mathematicae Applicatae Sinica. English Series, Advances in Intelligent and Soft Computing (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1010.5917
capacitycomparison theorembackward stochastic differential equationsviability propertystrong law of large numberBernoulli experimentsupper-expectation
Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Strong limit theorems (60F15) Applications of stochastic analysis (to PDEs, etc.) (60H30) Financial applications of other theories (91G80)
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