The comparison theorem of FBSDE

Statistics and Probability Letters

Volumn 44, Issue 1, 1999, Pages 1-6

  Wu, Zhen ^a  

^a SHANDONG UNIVERSITY   (China)

Author keywords

Backward stochastic differential equations; Comparison theorem; Forward backward stochastic differential equations; Primary 60H10

Indexed keywords

EID: 0008641939     PISSN: 01677152     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0167-7152(98)00239-9     Document Type: Article

References (8)

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