Anticipated backward stochastic differential equations with non-Lipschitz coefficients

DOI10.1016/j.spl.2011.12.008zbMath1242.60058MaRDI QIDQ5891561

No author found.

Publication date: 18 May 2012

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.spl.2011.12.008

zbMATH Keywords

comparison theorem; anticipated backward stochastic differential equations; non-Lipschitz

Mathematics Subject Classification ID

60H10: Stochastic ordinary differential equations (aspects of stochastic analysis)

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