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A general converse comparison theorem for backward stochastic differential equations

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References

1990Adapted solution of a backward stochastic differential equation2,676 cited
1997Backward Stochastic Differential Equations in Finance2,339 cited
2005Backward stochastic differential equations and quasilinear parabolic partial differential equations782 cited
1992A Generalized dynamic programming principle and hamilton-jacobi-bellman equation296 cited
2002Filtration-consistent nonlinear expectations and related g-expectations256 cited
2000A Converse Comparison Theorem for BSDEs and Related Properties of g-Expectation157 cited
1998A property of backward stochastic differential equations41 cited

Cited by

2005Representation theorems for generators of backward stochastic differential equations and their applications35 cited

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