COMPARISON THEOREM FOR DIAGONALLY QUADRATIC BSDES

PENG LUO

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COMPARISON THEOREM FOR DIAGONALLY QUADRATIC BSDES

机译：对角线二次BSDES的比较定理

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摘要

The present work is devoted to study comparison and converse comparison theorems for diagonally quadratic BSDEs. We give sufficient and necessary conditions under which the comparison holds. Sufficient and necessary conditions for non-positive and non-negative solutions are presented.

机译：本作致力于研究对角线二次BSDES的比较和逆转比较定理。我们给出了比较持有的足够和必要条件。提出了非正极和非负解的充分和必要条件。

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来源
《Discrete and continuous dynamical systems》 |2021年第6期|2543-2557|共15页
作者
PENG LUO;
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作者单位

School of Mathematical Sciences Shanghai Jiao Tong University Shanghai 200240 China;

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正文语种 eng
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关键词
Diagonally quadratic BSDE; comparison theorem; converse comparison theorem; non-positivity and non-negativity;

机译：对角Quadratic BSDE;比较定理;匡威比较定理;非积极性和非消极性;

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专利

1. Non-zero sum quadratic differential game of BSDEs and multi-dimensional diagonally quadratic BSDE [J] . Ying Hu, Shanjian Tang IFAC PapersOnLine . 2016,第18期

机译：BSDE的非零和二次微分对策和多维对角二次BSDE
2. Non-zero sum quadratic differential game of BSDEs and multi-dimensional diagonally quadratic BSDE [J] . Ying Hu, Shanjian Tang IFAC PapersOnLine . 2016,第18期

机译：BSDE的非零和二次微分对策和多维对角二次BSDE
3. Comparison theorems for anticipated BSDEs with non-Lipschitz coefficients * [J] . Feng Zhang Journal of Mathematical Analysis and Applications . 2014,第2期

机译：具有非Lipschitz系数的预期BSDE的比较定理*
4. Non-zero sum quadratic differential game of BSDEs and multi-dimensional diagonally quadratic BSDE [C] . Ying Hu, Shanjian Tang IFAC Symposium on Nonlinear Control Systems . 2017

机译：BSDES的非零和二次差分游戏和多维对角线二次BSDE
5. Quadratic stability and block diagonal quadratic stability analysis for a special class of nonlinear systems. [D] . Chow, Yin-Lam. 2011

机译：一类特殊非线性系统的二次稳定性和块对角线二次稳定性分析。
6. A stochastic Fubini theorem: BSDE method [O] . Yanqing Wang -1

机译：随机Fubini定理：BSDE方法
7. Representation theorem for generators of quadratic BSDEs [O] . Zheng, Shiqiu, Li, Shoumei 2015

机译：二次BsDE生成元的表示定理
8. On Recurring Theorems on Diagonal Dominance. [R] . varga, r. s. 1975

机译：关于对角优势的重复定理。

COMPARISON THEOREM FOR DIAGONALLY QUADRATIC BSDES

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