Comparison theorems for forward backward SDEs

We prove some comparison theorems for forward backward SDEs in 1-dimension or multi-dimension by probabilistic method and duality technique.

Year of publication:	2009
Authors:	Wu, Zhen ; Xu, Mingyu
Published in:	Statistics & Probability Letters. - Elsevier, ISSN 0167-7152. - Vol. 79.2009, 4, p. 426-435
Publisher:	Elsevier

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

Persistent link: https://www.econbiz.de/10005254724