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Representation theorem and converse comparison theorem of#br#  RBSDEs with continuous coefficient#br#

ZHENG Shi-qiu, FENG Li-chao, LIU Qiu-mei   

  1. College of Science, Hebei United University, Tangshan 063009, Hebei, China
  • Received:2013-09-18 Online:2014-03-20 Published:2014-05-29

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Abstract: A local representation theorem of reflected backward stochastic differential equations whose coefficient is continuous and satisfies linear increasing condition was established under some suitable conditions. By this representation theorem, a local converse comparison theorem of this kind of  BSDEs was obtained.

Key words: backward stochastic differential equations, comparison theorem, converse comparison theorem, representation theorem

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