Anticipated backward stochastic differential equations with continuous coefficients
نویسندگان
چکیده
منابع مشابه
Anticipated Backward Stochastic Differential Equations with Continuous Coefficients
In this paper we prove the existence of solutions to 1-dimensional anticipated backward stochastic differential equations with continuous coefficients. We also establish the existence of a minimal solution. Finally we derive a related comparison theorem for these minimal solutions.
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ژورنال
عنوان ژورنال: Communications on Stochastic Analysis
سال: 2013
ISSN: 0973-9599
DOI: 10.31390/cosa.7.2.09