Comparison theorems for anticipated BSDEs with non-Lipschitz coefficients (Q488764)

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scientific article; zbMATH DE number 6390682
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    Comparison theorems for anticipated BSDEs with non-Lipschitz coefficients
    scientific article; zbMATH DE number 6390682

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      Comparison theorems for anticipated BSDEs with non-Lipschitz coefficients (English)
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      26 January 2015
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      anticipated backward stochastic differential equations
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      comparison theorem
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      non-Lipschitz coefficients
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