Abstract
AbstractIn this paper, we propose and prove several different forms of backward stochastic Bellman–Bihari’s inequality. Then, as two applications, two different types of the comparison theorems for backward stochastic differential equation with stochastic non-Lipschitz condition are presented.
Funder
National Natural Science Foundation of China
Fundamental Research Funds for Central Universities of the Central South University
Shanxi National Science Foundation
Publisher
Springer Science and Business Media LLC
Subject
Applied Mathematics,Discrete Mathematics and Combinatorics,Analysis
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