Solutions and comparison theorems for anticipated backward stochastic differential equations with non-Lipschitz generators
Keyword(s):
This paper is devoted to solving multidimensional anticipated backward stochastic differential equations (anticipated BSDEs for short) with a kind of non-Lipschitz generators. We establish the existence and uniqueness result for L2 solutions of this kind of anticipated BSDEs, and establish the corresponding one-dimensional comparison theorems for the type of anticipated BSDEs. Our results improve some known results.
2006 ◽
Vol 09
(01)
◽
pp. 155-168
◽
Keyword(s):
2004 ◽
Vol 2004
(4)
◽
pp. 317-335
◽
2020 ◽
Vol 28
(4)
◽
pp. 269-279
2012 ◽
Vol 524-527
◽
pp. 3801-3804
1985 ◽
Vol 21
(1)
◽
pp. 45
2010 ◽
Vol 28
(5)
◽
pp. 820-841
◽
2007 ◽
Vol 2007
◽
pp. 1-14
◽