A converse comparison theorem for BSDEs and related properties of $g$-expectation.

Briand, Philippe, et al. "A converse comparison theorem for BSDEs and related properties of -expectation.." Electronic Communications in Probability [electronic only] 5 (2000): 101-117. <http://eudml.org/doc/121154>.

@article{Briand2000,
author = {Briand, Philippe, Coquet, François, Hu, Ying, Mémin, Jean, Peng, Shige},
journal = {Electronic Communications in Probability [electronic only]},
keywords = {backward stochastic differential equations; comparison theorem; -expectation; -expectation},
language = {eng},
pages = {101-117},
publisher = {University of Washington},
title = {A converse comparison theorem for BSDEs and related properties of -expectation.},
url = {http://eudml.org/doc/121154},
volume = {5},
year = {2000},
}

TY - JOUR
AU - Briand, Philippe
AU - Coquet, François
AU - Hu, Ying
AU - Mémin, Jean
AU - Peng, Shige
TI - A converse comparison theorem for BSDEs and related properties of -expectation.
JO - Electronic Communications in Probability [electronic only]
PY - 2000
PB - University of Washington
VL - 5
SP - 101
EP - 117
LA - eng
KW - backward stochastic differential equations; comparison theorem; -expectation; -expectation
UR - http://eudml.org/doc/121154
ER -