Comparison theorems for forward backward SDEs

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	Comparison theorems for forward backward SDEs
	Wu, Zhen 2; Xu, Mingyu1
	2009-02-15
发表期刊	STATISTICS & PROBABILITY LETTERS
ISSN	0167-7152
卷号	79 期号:4 页码:426-435
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.
DOI	10.1016/j.spl.2008.09.011
语种	英语
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
WOS类目	Statistics & Probability
WOS记录号	WOS:000263623700003
出版者	ELSEVIER SCIENCE BV
引用统计
文献类型	期刊论文
条目标识符	http://ir.amss.ac.cn/handle/2S8OKBNM/7129
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.