Local Strict Comparison Theorem and Converse Comparison Theorems for Reflected Backward Stochastic Differential Equations
classification
🧮 math.PR
math.SG
keywords
comparisonbackwardconversedifferentialequationslocalreflectedstochastic
read the original abstract
A local strict comparison theorem and some converse comparison theorems are proved for reflected backward stochastic differential equations under suitable conditions.
This paper has not been read by Pith yet.
discussion (0)
Sign in with ORCID, Apple, or X to comment. Anyone can read and Pith papers without signing in.