JOURNAL ARTICLE
Comparison theorem for solutions of backward stochastic differential equations with continuous coefficient
Year: 2002 Journal: Statistics & Probability Letters Vol: 56 (1)Pages: 93-100 Publisher: Elsevier BV
Keywords:
Mathematics Lipschitz continuity Stochastic differential equation Mathematical analysis Comparison theorem Differential equation Applied mathematics Work (physics)
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20
Cited By
0.00
FWCI (Field Weighted Citation Impact)
11
Refs
0.24
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Citation History
Topics
Stochastic processes and financial applications
Social Sciences → Economics, Econometrics and Finance → Finance
Nonlinear Differential Equations Analysis
Physical Sciences → Mathematics → Applied Mathematics
Insurance, Mortality, Demography, Risk Management
Social Sciences → Social Sciences → Demography
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