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TWO COMPARISON THEOREMS OF BSDES
Huang, Xiao-Qin,Wang, Mian-Sen,Jia, Jun-Guo 한국전산응용수학회 2007 Journal of applied mathematics & informatics Vol.24 No.1
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].