Explicit Expressions for the Comparison Theorems of Multidimensional BSDEs

xu yuhong

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Explicit Expressions for the Comparison Theorems of Multidimensional BSDEs

xu yuhong * #

Department of Mathematics, China University of Mining and Technology

*Correspondence author

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Funding: none

Opened online:23 May 2008

Accepted by: none

Citation: xu yuhong.Explicit Expressions for the Comparison Theorems of Multidimensional BSDEs[OL]. [23 May 2008] http://en.paper.edu.cn/en_releasepaper/content/21685

In this Note, we give explicit expressions for the comparison theorem of multidimensional backward stochastic differential equations (BSDEs in short) and for the viability property on a rectangle.

Keywords:Backward stochastic differential equation; comparison theorem; backward stochastic viability property

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