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Comptes Rendus Mathematique
Volumn 343, Issue 2, 2006, Pages 135-140
On the comparison theorem for multidimensional BSDEs
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EID: 33745728225     PISSN: 1631073X     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.crma.2006.05.019     Document Type: Article
Times cited : (57)
References (6)
  • 1
    • 0001503403 scopus 로고    scopus 로고
    • A converse comparison theorem for BSDEs and related properties of g-expectation
    • Briand P., Coquet F., Hu Y., Memin J., and Peng S. A converse comparison theorem for BSDEs and related properties of g-expectation. Electron. Comm. Probab. 5 (2000) 101-117
    • (2000) Electron. Comm. Probab. , vol.5 , pp. 101-117
    • Briand, P.1    Coquet, F.2    Hu, Y.3    Memin, J.4    Peng, S.5
  • 2
    • 0034396322 scopus 로고    scopus 로고
    • Viability property for a backward stochastic differential equation and applications to partial differential equations
    • Buckdahn R., Quincampoix M., and Rascanu A. Viability property for a backward stochastic differential equation and applications to partial differential equations. Probab. Theory Related Fields 116 (2000) 485-504
    • (2000) Probab. Theory Related Fields , vol.116 , pp. 485-504
    • Buckdahn, R.1    Quincampoix, M.2    Rascanu, A.3
  • 3
    • 0042238470 scopus 로고    scopus 로고
    • A general converse comparison theorem for backward stochastic differential equations
    • Coquet F., Hu Y., Memin J., and Peng S. A general converse comparison theorem for backward stochastic differential equations. C. R. Acad. Sci. Paris, Sér. I Math. 333 (2001) 577-581
    • (2001) C. R. Acad. Sci. Paris, Sér. I Math. , vol.333 , pp. 577-581
    • Coquet, F.1    Hu, Y.2    Memin, J.3    Peng, S.4
  • 4
    • 0031542653 scopus 로고    scopus 로고
    • Backward stochastic differential equations in finance
    • El Karoui N., Peng S., and Quenez M.C. Backward stochastic differential equations in finance. Math. Finance 7 (1997) 1-71
    • (1997) Math. Finance , vol.7 , pp. 1-71
    • El Karoui, N.1    Peng, S.2    Quenez, M.C.3
  • 5
    • 0000268709 scopus 로고
    • Backward stochastic differential equations and quasilinear parabolic partial differential equations
    • Stochastic Partial Differential Equations and their Applications. Charlotte, NC, 1991, Springer, Berlin
    • Pardoux E., and Peng S. Backward stochastic differential equations and quasilinear parabolic partial differential equations. Stochastic Partial Differential Equations and their Applications. Charlotte, NC, 1991. Lecture Notes in Control and Inform. Sci. vol. 176 (1992), Springer, Berlin 200-217
    • (1992) Lecture Notes in Control and Inform. Sci. , vol.176 , pp. 200-217
    • Pardoux, E.1    Peng, S.2
  • 6
    • 0001098095 scopus 로고
    • A generalized dynamic programming principle and Hamilton-Jacobi-Bellman equation
    • Peng S. A generalized dynamic programming principle and Hamilton-Jacobi-Bellman equation. Stochastics Stochastics Rep. 38 (1992) 119-134
    • (1992) Stochastics Stochastics Rep. , vol.38 , pp. 119-134
    • Peng, S.1

* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.