In this small note we are concerned with the solution of Forward-Backward
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 byproduct one obtains
conditions that allow establishing the positivity of the control process.Comment: accepted for publicatio
