A local strict comparison theorem and converse comparison theorems for reflected backward stochastic differential equations

A local strict comparison theorem and some converse comparison theorems are proved for reflected backward stochastic differential equations under suitable conditions.

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Year of publication:	2007
Authors:	Li, Juan ; Tang, Shanjian
Published in:	Stochastic Processes and their Applications. - Elsevier, ISSN 0304-4149. - Vol. 117.2007, 9, p. 1234-1250
Publisher:	Elsevier
Keywords:	Reflected backward stochastic differential equations Comparison theorem

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Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10008875571