کد مقاله کد نشریه سال انتشار مقاله انگلیسی نسخه تمام متن
6418463 1339335 2014 15 صفحه PDF دانلود رایگان
عنوان انگلیسی مقاله ISI
Comparison theorems for anticipated BSDEs with non-Lipschitz coefficients
موضوعات مرتبط
مهندسی و علوم پایه ریاضیات آنالیز ریاضی
پیش نمایش صفحه اول مقاله
Comparison theorems for anticipated BSDEs with non-Lipschitz coefficients
چکیده انگلیسی

We study comparison theorems for one dimensional anticipated backward stochastic differential equations under one kind of non-Lipschitz assumption. In the results, the generator functions are allowed to contain the anticipated term of z, neither generator function needs to be necessarily monotone in the anticipated term of y, and the anticipated times of the anticipated terms of (y,z) in one generator function can differ from those in the other.

ناشر
Database: Elsevier - ScienceDirect (ساینس دایرکت)
Journal: Journal of Mathematical Analysis and Applications - Volume 416, Issue 2, 15 August 2014, Pages 768-782
نویسندگان
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