Proceedings of the First International Conference on Information Sciences, Machinery, Materials and Energy

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A converse comparison theorem for BSDEs

Authors
Zhihui Zhao, Minle Wang, Congwei Wu, Yahong Zhu
Corresponding Author
Zhihui Zhao
Available Online July 2015.
DOI
10.2991/icismme-15.2015.107How to use a DOI?
Keywords
Converse comparison theorem; backward stochastic differential equations.
Abstract

We establish a converse comparison theorem for backward stochastic differential equations(BSDEs). Under some weaker assumptions, we prove that we can compare the generators if we can compare the solutions of two BSDEs (at time ) with the same terminal condition.

Copyright
© 2015, the Authors. Published by Atlantis Press.
Open Access
This is an open access article distributed under the CC BY-NC license (http://creativecommons.org/licenses/by-nc/4.0/).

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Volume Title
Proceedings of the First International Conference on Information Sciences, Machinery, Materials and Energy
Series
Advances in Intelligent Systems Research
Publication Date
July 2015
ISBN
978-94-62520-67-7
ISSN
1951-6851
DOI
10.2991/icismme-15.2015.107How to use a DOI?
Copyright
© 2015, the Authors. Published by Atlantis Press.
Open Access
This is an open access article distributed under the CC BY-NC license (http://creativecommons.org/licenses/by-nc/4.0/).

Cite this article

risenwbib
TY  - CONF
AU  - Zhihui Zhao
AU  - Minle Wang
AU  - Congwei Wu
AU  - Yahong Zhu
PY  - 2015/07
DA  - 2015/07
TI  - A converse comparison theorem for BSDEs
BT  - Proceedings of the First International Conference on Information Sciences, Machinery, Materials and Energy
PB  - Atlantis Press
SP  - 527
EP  - 530
SN  - 1951-6851
UR  - https://doi.org/10.2991/icismme-15.2015.107
DO  - 10.2991/icismme-15.2015.107
ID  - Zhao2015/07
ER  -