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Converse comparison theorems for multidimensional anticipated backward stochastic differential equations
Statistics & Probability Letters ( IF 0.9 ) Pub Date : 2021-01-01 , DOI: 10.1016/j.spl.2020.108953
Hao Wu , Xuefeng Li

Abstract The converse comparison theorems have received much attention in the theory of BSDEs and ABSDEs. But, no such theory has been given for multidimensional ABSDEs. In this paper, we mainly study a certain kind of multidimensional ABSDEs and give the converse theorems for this type of multidimensional ABSDEs.

中文翻译:

多维预期后向随机微分方程的逆比较定理

摘要 逆比较定理在BSDEs和ABSDEs理论中备受关注。但是,对于多维 ABSDE 还没有给出这样的理论。在本文中,我们主要研究某类多维ABSDEs,并给出该类多维ABSDEs的逆定理。
更新日期:2021-01-01
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