most citedComparison Theorems of Infinite Horizon Forward-Backward Stochastic Differential Equations

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math.PR2010★ 3 cited

Comparison Theorems of Infinite Horizon Forward-Backward Stochastic Differential Equations

Liangquan Zhang, Yufeng Shi

By the methods of probability and duality technique, we give some comparison theorems for the solutions of infinite horizon forward-backwad stochastic differential equations.

math.PR2010

Comparison Theorem of Multi-dimensional Backward Doubly Stochastic Differential Equations on Infinite Horizon

Liangquan Zhang, Yufeng Shi

Under quasi-monotone assumptions for coefficients, we show one kind of comparison theorem for multi-dimensional\textbf{\}backward doubly stochastic differential equations on infini…