A converse comparison theorem for backward stochastic differential equations with jumps

Xavier De Scheemaekere

doi:10.1016/j.spl.2010.10.016

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A converse comparison theorem for backward stochastic differential equations with jumps

Xavier De Scheemaekere

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Abstract

This paper establishes a converse comparison theorem for real-valued decoupled forward backward stochastic differential equations with jumps.

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Xavier De Scheemaekere. 2011-05-24. A converse comparison theorem for backward stochastic differential equations with jumps. https://doi.org/10.1016/j.spl.2010.10.016

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