A converse comparison theorem for bsdes and related properties of g-expectation

Electronic Communications in Probability

Volumn 5, Issue , 2000, Pages 101-117

  Briand, Philippe ^a   Coquet, François ^a   Hu, Ying ^a   Mémin, Jean ^a   Peng, Shige ^b  

^a UNIVERSITÉ DE RENNES 1   (France)

^b SHANDONG UNIVERSITY   (China)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 0001503403     PISSN: None     EISSN: 1083589X     Source Type: Journal    
DOI: 10.1214/ECP.v5-1025     Document Type: Article

References (11)

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