Get 20M+ Full-Text Papers For Less Than $1.50/day. Start a 14-Day Trial for You or Your Team.

Learn More →

Nonlinear Doob-Meyer Decomposition for General Filtration

Nonlinear Doob-Meyer Decomposition for General Filtration The comparison theorem for generalized backward stochastic differential equations is discussed. Some topics related to equations of this type are also investigated. http://www.deepdyve.com/assets/images/DeepDyve-Logo-lg.png Acta Mathematicae Applicatae Sinica Springer Journals

Nonlinear Doob-Meyer Decomposition for General Filtration

Acta Mathematicae Applicatae Sinica , Volume 18 (4) – Jan 1, 2002

Loading next page...
 
/lp/springer-journals/nonlinear-doob-meyer-decomposition-for-general-filtration-NyNff6G4n6
Publisher
Springer Journals
Copyright
Copyright © 2002 by Springer-Verlag Berlin Heidelberg
Subject
Mathematics; Applications of Mathematics; Math Applications in Computer Science; Theoretical, Mathematical and Computational Physics
ISSN
0168-9673
eISSN
1618-3932
DOI
10.1007/s102550200064
Publisher site
See Article on Publisher Site

Abstract

The comparison theorem for generalized backward stochastic differential equations is discussed. Some topics related to equations of this type are also investigated.

Journal

Acta Mathematicae Applicatae SinicaSpringer Journals

Published: Jan 1, 2002

References