Two comparison theorems of BSDES

  • Authors:

  • Huang Xiao-Qin;Wang Mian-Sen;Jia Jun-Guo

  • Affiliations:

  • Faculty of science, Xi'an Jiaotong University, Xi'an, China and College of Science, Hebei University of Science and Technology, Shijiazhuang, P.R. China;Faculty of science, Xi'an Jiaotong University, Xi'an, P. R. China;Faculty of science, Xi'an Jiaotong University, Xi'an, P. R. China

  • Venue:
  • Journal of Applied Mathematics and Computing
  • Year:
  • 2007

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Abstract

In this paper, by the equations of Mao [9] and Peng [5], we use the martingale method to establish the comparison theorems of backward stochastic differential equations (BSDEs). We generalize the results of Cao-Yan [1].