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- W2393870957 abstract "The paper first studies the comparison theorem of fully coupled Forward-Backward Stochastic Differential Equations(FBSDE) with general martingle using pure probabilistic method. First we consider the terminal value comparisom of BSDE of FBSDE and get the Theorem 3.1, which means the initial value increases with the terminal value of BSDE. Then we study the initial value comparisom of FSDE of FBSDE and get the Theorem 3.3, which means the initial value of BSDE increases with the initial value of FSDE." @default.
- W2393870957 created "2016-06-24" @default.
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- W2393870957 date "2004-01-01" @default.
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- W2393870957 title "The comparison theorem of FBSDE with general martingale" @default.
- W2393870957 hasPublicationYear "2004" @default.
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