Comparison theorems for forward backward SDEs | |
Wu, Zhen2; Xu, Mingyu1 | |
刊名 | STATISTICS & PROBABILITY LETTERS |
2009-02-15 | |
卷号 | 79期号:4页码:426-435 |
ISSN号 | 0167-7152 |
DOI | 10.1016/j.spl.2008.09.011 |
英文摘要 | We prove some comparison theorems for forward backward SDEs in 1-dimension or multi-dimension by probabilistic method and duality technique. (C) 2008 Elsevier B.V. All rights reserved. |
资助项目 | National Basic Research Program of China[2007CB814902] ; National Basic Research Program of China[2007CB814904] ; Chinese National Natural Science Foundation[10671112] |
WOS研究方向 | Mathematics |
语种 | 英语 |
出版者 | ELSEVIER SCIENCE BV |
WOS记录号 | WOS:000263623700003 |
内容类型 | 期刊论文 |
源URL | [http://ir.amss.ac.cn/handle/2S8OKBNM/7128] |
专题 | 应用数学研究所 |
通讯作者 | Xu, Mingyu |
作者单位 | 1.Acad Math & Syst Sci, Inst Appl Math, CAS, Beijing 100190, Peoples R China 2.Shandong Univ, Sch Math, Jinan 250100, Peoples R China |
推荐引用方式 GB/T 7714 | Wu, Zhen,Xu, Mingyu. Comparison theorems for forward backward SDEs[J]. STATISTICS & PROBABILITY LETTERS,2009,79(4):426-435. |
APA | Wu, Zhen,&Xu, Mingyu.(2009).Comparison theorems for forward backward SDEs.STATISTICS & PROBABILITY LETTERS,79(4),426-435. |
MLA | Wu, Zhen,et al."Comparison theorems for forward backward SDEs".STATISTICS & PROBABILITY LETTERS 79.4(2009):426-435. |
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