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Comparison Theorem of Solutions to BSDE with Jumps, and Viscosity Solution to a Generalized HJB Equation

Rong Situ. Comparison Theorem of Solutions to BSDE with Jumps, and Viscosity Solution to a Generalized HJB Equation. In Shuping Chen, Xunjing Li, Jiongmin Yong, Xun Yu Zhou, editors, Control of Distributed Parameter and Stochastic Systems, Proceedings of the IFIP WG7.2 International Conference, June 19-22, 1998, Hangzhou, China. Volume 141 of IFIP Conference Proceedings, pages 275-282, Kluwer, 1998.

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