Local Strict Comparison Theorem and Converse Comparison Theorems for Reflected Backward Stochastic Differential Equations

Li Juan; Tang Shanjian

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Local Strict Comparison Theorem and Converse Comparison Theorems for Reflected Backward Stochastic Differential Equations

Li Juan *,Tang Shanjian

School of Mathematical Sciences, Fudan University

*Correspondence author

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Funding: 国家自然科学基金、教育部博士点基金等（No. 20030246004）

Opened online:13 November 2006

Accepted by: none

Citation: Li Juan ,Tang Shanjian .Local Strict Comparison Theorem and Converse Comparison Theorems for Reflected Backward Stochastic Differential Equations[OL]. [13 November 2006] http://en.paper.edu.cn/en_releasepaper/content/9497

A local strict comparison theorem and some converse comparison theorems are proved for reflected backward stochastic differential equations under suitable conditions.

Keywords:Reflected Backward Stochastic Differential Equations,

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