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

Juan Li·Shanjian Tang
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Abstract

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

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Juan Li, Shanjian Tang. 2006-12-31. Local Strict Comparison Theorem and Converse Comparison Theorems for Reflected Backward Stochastic Differential Equations. https://doi.org/10.1016/j.spa.2006.12.008

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