Journal of applied mathematics & informatics
- Volume 24 Issue 1_2
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- Pages.377-385
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- 2007
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- 2734-1194(pISSN)
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- 2234-8417(eISSN)
TWO COMPARISON THEOREMS OF BSDES
- Huang, Xiao-Qin (Faculty of science, Xi'an Jiaotong University) ;
- Wang, Mian-Sen (Faculty of science, Xi'an Jiaotong University) ;
- Jia, Jun-Guo (Faculty of science, Xi'an Jiaotong University)
- Published : 2007.05.31
Abstract
In this paper, by the equations of Mao [9] and Peng [5], we use the martingale method to establish the comparison theorems of backward stochastic differential equations (BSDEs). We generalize the results of Cao-Yan [1].