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Comparison theorem for solutions of backward stochastic differential equations with continuous coefficient
- Source :
-
Statistics & Probability Letters . Jan2002, Vol. 56 Issue 1, p93. 8p. - Publication Year :
- 2002
-
Abstract
- Comparison theorems for solutions of one-dimensional backward stochastic differential equations were established by Peng and Cao-Yan, where the coefficients were, respectively, required to be Lipschitz and Dini continuous. In this work, we generalize the comparison theorem to the case where the coefficient is only continuous. [Copyright &y& Elsevier]
- Subjects :
- *STOCHASTIC differential equations
*MATHEMATICAL statistics
Subjects
Details
- Language :
- English
- ISSN :
- 01677152
- Volume :
- 56
- Issue :
- 1
- Database :
- Academic Search Index
- Journal :
- Statistics & Probability Letters
- Publication Type :
- Periodical
- Accession number :
- 7750769
- Full Text :
- https://doi.org/10.1016/S0167-7152(01)00178-X