Article ID Journal Published Year Pages File Type
6418463 Journal of Mathematical Analysis and Applications 2014 15 Pages PDF
Abstract

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.

Related Topics
Physical Sciences and Engineering Mathematics Analysis
Authors
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