• Title of article

    Comparison theorems for anticipated BSDEs with non-Lipschitz coefficients

  • Author/Authors

    Zhang، نويسنده , , Feng، نويسنده ,

  • Issue Information
    دوهفته نامه با شماره پیاپی سال 2014
  • Pages
    15
  • From page
    768
  • To page
    782
  • 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.
  • Keywords
    Anticipated backward stochastic differential equation , Non-Lipschitz assumption , Comparison theorem
  • Journal title
    Journal of Mathematical Analysis and Applications
  • Serial Year
    2014
  • Journal title
    Journal of Mathematical Analysis and Applications
  • Record number

    1564544