A general comparison theorem for 1-dimensional anticipated BSDEs
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Publication:287867
DOI10.1007/s10255-016-0558-9zbMath1336.60106arXiv0911.0507OpenAlexW3103283735MaRDI QIDQ287867
Publication date: 23 May 2016
Published in: Acta Mathematicae Applicatae Sinica. English Series (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/0911.0507
comparison theorembackward stochastic differential equationanticipated backward stochastic differential equation
Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stochastic integrals (60H05)
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Anticipated backward stochastic differential equations and their applications to zero-sum stochastic differential games, Comparison theorems for anticipated BSDEs with non-Lipschitz coefficients
Cites Work
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