Converse comparison theorems for multidimensional anticipated backward stochastic differential equations

DOI10.1016/j.spl.2020.108953zbMath1466.60123OpenAlexW3089358455WikidataQ115341073 ScholiaQ115341073MaRDI QIDQ826699

N. E. Zubov

Publication date: 6 January 2021

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.spl.2020.108953

zbMATH Keywords

comparison theoremconverse comparison theoremmultidimensional ABSDEs

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Applications of stochastic analysis (to PDEs, etc.) (60H30) Stochastic integral equations (60H20)

Cites Work

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• Unnamed Item