paper

A converse comparison theorem for backward stochastic differential equations with jumps

arXiv:1010.6170 · doi:10.1016/j.spl.2010.10.016

Abstract

This paper establishes a converse comparison theorem for real-valued decoupled forward backward stochastic differential equations with jumps.

The former version contains an error in the proof of the main theorem. This version presents a similar result, but for a more restricted class of equations, so that the error is now fixed

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A converse comparison theorem for backward stochastic differential equations with jumps · wovepaper