Anmerkungen:
Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments October 2002 erstellt
Beschreibung:
This paper studies the comparison theorem of forward-backward differential equations with Poisson jumps(FBSDEJ for short). We use a purely probabilistic approch including stopping time techneque and iteration method to prove comparison theorem. Here we only investigate some classes of FBSDEJs due to some difficulty