Comparison theorems for anticipated BSDEs with non-Lipschitz coefficients (Q488764)
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scientific article; zbMATH DE number 6390682
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| English | 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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0.9049954414367676
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0.8769093155860901
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0.8580244779586792
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0.8559587001800537
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0.8435317277908325
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