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arXiv:math/0701021 [math.PR]AbstractReferencesReviewsResources

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

Juan Li, Shanjian Tang

Published 2006-12-31Version 1

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

Journal: Stochastic Processes and Their Applications.117 (2007)1234-1250
Categories: math.PR, math.SG
Subjects: 60H10, 60H30
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