A local strict comparison theorem and converse comparison theorems for reflected backward stochastic differential equations
Author:
Publisher
Elsevier BV
Subject
Applied Mathematics,Modelling and Simulation,Statistics and Probability
Reference12 articles.
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1. Converse comparison theorems for multidimensional anticipated backward stochastic differential equations;Statistics & Probability Letters;2021-01
2. Reflected forward–backward stochastic differential equations and related PDEs;Stochastic Analysis and Applications;2016-07-25
3. Reflected backward stochastic differential equations with two barriers and Dynkin games under Knightian uncertainty;Bulletin des Sciences Mathématiques;2012-09
4. Multi-dimensional backward stochastic differential equations with one reflecting lower barrier of Itô diffusion type;Bulletin des Sciences Mathématiques;2010-12
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