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Comparison Theorem for Reflected ABSDEs

Journal Name:

  • Mathematica Æterna

Publication Year:

  • 2012

Key Words:

Author NameUniversity of Author
Abstract (2. Language): 
In this paper, we give a comparison theorem for reflected anticipated backward stochastic differential equations (ABSDEs).
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FULL TEXT (PDF): 
PDF icon arastirmax-comparison-theorem-reflected-absdes.pdf
  • 9
731-734
  • English

REFERENCES

References: 

[1] X. M. Xu, Necessary and sufficient condition for the comparison theo-
rem of multidimensional anticipated backward stochastic differential equa-
tions, Sci. China Math.,2011, 54(2): 301-310.
[2] X. M. Xu, Reflected solutions of anticipated BSDEs and related optimal
stopping time problem, Submitted for publication, 2012.

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