Test Theorem for Generators of Backward SDEs

xuyuhong

Chinese︱Feedback︱Save this page

Test Theorem for Generators of Backward SDEs

xuyuhong * #

Department of Mathematics, China University of Mining and Technology

*Correspondence author

#Submitted by

Subject:

Funding: none

Opened online: 5 May 2008

Accepted by: none

Citation: xuyuhong.Test Theorem for Generators of Backward SDEs[OL]. [ 5 May 2008] http://en.paper.edu.cn/en_releasepaper/content/21112

This Note gives a test theorem for generators of backward stochastic differential equations with continuous coefficients; for an application,we obtain a converse comparison theorem for generators of BSDEs.

Keywords:Backward stochastic differential equation; generator; test theorem

For this paper

● PDF (0B)
● Revision 0 　　
● Print this paper
● Recommend this paper to a friend
● Add to my favorite list

Saved Papers

Please enter a name for this paper to be shown in your personalized Saved Papers list

Tags

Add yours

Related Papers

Statistics

PDF Downloaded	269
Bookmarked	0
Recommend	5
Comments	Array

Submit your papers

Alert Name:
Alerting to:
Authentication email will be sent to your email address in 24 hours
Frequency:
Email Message Format:	Plain text Graphical(HTML)

Complete the form below and we will recommend the selected titles to your friends on your behalf. * Indicates a required field.
Your name*:
Your email address*:
Recipient's name*:
Recipient's email address*:
(multiple recipient's names and email addresses should be separated with semicolons)
Your comments:	I thought you would find the page(s) useful.

Your name:
Your email address:
Recipient's name:
Recipient's email address:
(multiple recipient's names and email addresses should be separated with semicolons)
Your comments:	I thought you would find this page useful.

Disclaimer: This message was sent to your friend using the "Send it to a friend" facility on the Sciencepaper Online’ WWW site, http://www.paper.edu.cn/en. The Sciencepaper Online is not responsible for the content of this email, and anything said in this email does not necessarily reflect the Sciencepaper Online's views.

	Check out RSS, or use RSS reader to subscribe this item

Saved Papers