Necessary and sufficient condition for the comparison theorem of multidimensional anticipated backward stochastic differential equations
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Publication:547354
DOI10.1007/s11425-010-4129-xzbMath1235.60071arXiv0910.4213OpenAlexW3100049395MaRDI QIDQ547354
Publication date: 1 July 2011
Published in: Science China. Mathematics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/0910.4213
comparison theorembackward stochastic differential equationsnecessary and sufficient conditionmultidimensional anticipated backward stochastic differential equations
Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stochastic integrals (60H05) Stochastic integral equations (60H20)
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