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A Converse Comparison Theorem for BSDEs and Related Properties of g-Expectation
backward stochastic differential equations comparison theorem
2009/5/4
In [1], Z. Chen proved that, if for each terminal condition $xi$, the solution of the BSDE associated to the standard parameter $(xi, g_1)$ is equal at time $t=0$ to the solution of the BSDE associate...