Comparison theorem for Brownian multidimensional BSDEs via jump processes |
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| Authors: | Idris Kharroubi |
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| Institution: | 1. CEREMADE, CNRS, UMR 7534, université Paris Dauphine, place du Maréchal De-Lattre-De-Tassigny, 75775 Paris cedex 16, France;2. CREST, laboratoire de finance assurance, 15, boulevard Gabriel, Péri, 92245 Malakoff cedex, France |
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| Abstract: | In this Note, we provide an original proof of the comparison theorem for multidimensional Brownian BSDEs in the case where at each line k the generator depends on the matrix variable Z only through its row k. |
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