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
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