{"status":"ok","message-type":"work","message-version":"1.0.0","message":{"indexed":{"date-parts":[[2022,4,3]],"date-time":"2022-04-03T04:16:37Z","timestamp":1648959397030},"reference-count":13,"publisher":"World Scientific Pub Co Pte Lt","issue":"04","content-domain":{"domain":[],"crossmark-restriction":false},"short-container-title":["Stoch. Dyn."],"published-print":{"date-parts":[[2013,12]]},"abstract":"<jats:p> In this note we are concerned with the solution of Forward\u2013Backward Stochastic Differential Equations (FBSDE) with drivers that grow quadratically in the control component (quadratic growth FBSDE or qgFBSDE). The main theorem is a comparison result that allows comparing componentwise the signs of the control processes of two different qgFBSDE. As a by-product one obtains conditions that allow establishing the positivity of the control process. <\/jats:p>","DOI":"10.1142\/s0219493713500056","type":"journal-article","created":{"date-parts":[[2013,2,18]],"date-time":"2013-02-18T16:21:47Z","timestamp":1361204507000},"page":"1350005","source":"Crossref","is-referenced-by-count":4,"title":["A NOTE ON COMONOTONICITY AND POSITIVITY OF THE CONTROL COMPONENTS OF DECOUPLED QUADRATIC FBSDE"],"prefix":"10.1142","volume":"13","author":[{"given":"GON\u00c7ALO","family":"DOS REIS","sequence":"first","affiliation":[{"name":"Technische Universit\u00e4t Berlin, 10623 Berlin, Germany"},{"name":"CMA\/FCT\/UNL, 2829-516 Caparica, Portugal"}]},{"given":"RICARDO J. N.","family":"DOS REIS","sequence":"additional","affiliation":[{"name":"IDMEC, Instituto Superior T\u00e9cnico, Technical University Lisbon, Av. Rovisco Pais, 1049-001 Lisboa, Portugal"}]}],"member":"219","published-online":{"date-parts":[[2013,10,7]]},"reference":[{"key":"rf1","doi-asserted-by":"publisher","DOI":"10.1214\/EJP.v12-462"},{"key":"rf2","doi-asserted-by":"publisher","DOI":"10.1111\/j.1467-9965.2010.00398.x"},{"key":"rf3","doi-asserted-by":"publisher","DOI":"10.1007\/s11118-004-1324-9"},{"key":"rf4","doi-asserted-by":"publisher","DOI":"10.1016\/j.spa.2004.08.006"},{"key":"rf6","doi-asserted-by":"publisher","DOI":"10.1007\/s11579-010-0022-1"},{"key":"rf7","doi-asserted-by":"publisher","DOI":"10.1214\/105051605000000188"},{"key":"rf8","doi-asserted-by":"publisher","DOI":"10.1016\/j.spa.2009.11.004"},{"key":"rf9","doi-asserted-by":"publisher","DOI":"10.1007\/978-3-642-03479-4_9"},{"key":"rf10","doi-asserted-by":"publisher","DOI":"10.1111\/1467-9965.00022"},{"key":"rf11","doi-asserted-by":"publisher","DOI":"10.1007\/BFb0073585"},{"key":"rf12","doi-asserted-by":"publisher","DOI":"10.1214\/aop\/1019160253"},{"key":"rf13","volume-title":"Applications of Mathematics","author":"Protter P. E.","year":"2005"},{"key":"rf14","volume-title":"Some Advances on Quadratic BSDE: Theory \u2014 Numerics \u2014 Applications","author":"Dos Reis G.","year":"2011"}],"container-title":["Stochastics and Dynamics"],"original-title":[],"language":"en","link":[{"URL":"https:\/\/www.worldscientific.com\/doi\/pdf\/10.1142\/S0219493713500056","content-type":"unspecified","content-version":"vor","intended-application":"similarity-checking"}],"deposited":{"date-parts":[[2019,8,7]],"date-time":"2019-08-07T00:52:35Z","timestamp":1565139155000},"score":1,"resource":{"primary":{"URL":"https:\/\/www.worldscientific.com\/doi\/abs\/10.1142\/S0219493713500056"}},"subtitle":[],"short-title":[],"issued":{"date-parts":[[2013,10,7]]},"references-count":13,"journal-issue":{"issue":"04","published-online":{"date-parts":[[2013,10,7]]},"published-print":{"date-parts":[[2013,12]]}},"alternative-id":["10.1142\/S0219493713500056"],"URL":"https:\/\/doi.org\/10.1142\/s0219493713500056","relation":{},"ISSN":["0219-4937","1793-6799"],"issn-type":[{"value":"0219-4937","type":"print"},{"value":"1793-6799","type":"electronic"}],"subject":[],"published":{"date-parts":[[2013,10,7]]}}}