Converse comparison theorems for backward doubly stochastic differential equations
Author(s) -
Mohamed El Otmani,
Naoual Mrhardy
Publication year - 2009
Publication title -
communications on stochastic analysis
Language(s) - Uncategorized
Resource type - Journals
SCImago Journal Rank - 0.224
H-Index - 10
eISSN - 2688-6669
pISSN - 0973-9599
DOI - 10.31390/cosa.3.3.08
Subject(s) - converse , mathematics , stochastic differential equation , differential equation , mathematical analysis , mathematical economics , geometry
Converse and general converse comparison theorems are proved for backward doubly stochastic difierential equations.
Accelerating Research
Robert Robinson Avenue,
Oxford Science Park, Oxford
OX4 4GP, United Kingdom
Address
John Eccles HouseRobert Robinson Avenue,
Oxford Science Park, Oxford
OX4 4GP, United Kingdom