Necessary and sufficient condition for the comparison theorem of multidimensional anticipated backward stochastic differential equations

DOI10.1007/s11425-010-4129-xzbMath1235.60071arXiv0910.4213OpenAlexW3100049395MaRDI QIDQ547354

Xiao-Ming Xu

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

zbMATH Keywords

comparison theorembackward stochastic differential equationsnecessary and sufficient conditionmultidimensional anticipated backward stochastic differential equations

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stochastic integrals (60H05) Stochastic integral equations (60H20)

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Mean-field anticipated BSDEs driven by time-changed Lévy noises, Anticipated backward stochastic differential equations and their applications to zero-sum stochastic differential games, Anticipated backward stochastic differential equations on Markov chains, Anticipated backward stochastic variational inequalities with generalized reflection, Anticipated backward doubly stochastic differential equations, Anticipated BSDEs driven by a single jump process, Anticipated backward SDEs with jumps and quadratic-exponential growth drivers, Comparison theorems for anticipated BSDEs with non-Lipschitz coefficients, Anticipated backward stochastic differential equations with left-Lipschitz coefficient, Anticipated BSDEs driven by time-changed Lévy noises, On anticipated backward stochastic differential equations with Markov chain noise

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