The comparison theorem of FBSDE
type: Item
instance of: scholarly article
title: The comparison theorem of FBSDE
zbMATH Open document ID: 0939.60054
DOI: 10.1016/S0167-7152(98)00239-9
author: Zhen Wu
published in: Statistics \& Probability Letters
publication date: 2000-07-05T00:00:00Z
Mathematics Subject Classification ID: 60H10
zbMATH DE Number: 1395113
zbMATH Keywords: backward stochastic differential equations
zbMATH Keywords: forward-backward stochastic differential equations
zbMATH Keywords: comparison theorem
MaRDI profile type: Publication
cites work: Hedging options for a large investor and forward-backward SDE's
cites work: Solution of forward-backward stochastic differential equations
cites work: Backward Stochastic Differential Equations in Finance
cites work: Solving forward-backward stochastic differential equations explicitly -- a four step scheme
cites work: Adapted solution of a backward stochastic differential equation
cites work: Q4266941
full work available at URL: s0167-7152(98)00239-9
OpenAlex ID: W2031340254
description: scientific article; zbMATH DE number 1395113