A converse comparison theorem for BSDEs and related properties of g-expectation.
Briand, Philippe ; Coquet, François ; Hu, Ying ; Mémin, Jean ; Peng, Shige
Electronic Communications in Probability [electronic only], Tome 5 (2000), p. 101-117 / Harvested from The Electronic Library of Mathematics
Publié le : 2000-01-01
EUDML-ID : urn:eudml:doc:121154
@article{01522368,
     title = {A converse comparison theorem for BSDEs and related properties of },
     journal = {Electronic Communications in Probability [electronic only]},
     volume = {5},
     year = {2000},
     pages = {101-117},
     zbl = {0966.60054},
     language = {en},
     url = {http://dml.mathdoc.fr/item/01522368}
}
Briand, Philippe; Coquet, François; Hu, Ying; Mémin, Jean; Peng, Shige. A converse comparison theorem for BSDEs and related properties of . Electronic Communications in Probability [electronic only], Tome 5 (2000) pp. 101-117. http://gdmltest.u-ga.fr/item/01522368/