Necessary and sufficient condition for the comparison theorem of multidimensional anticipated backward stochastic differential equations
نویسندگان
چکیده
منابع مشابه
Anticipated Backward Stochastic Differential Equations
In this paper, we discuss a new type of differential equations which we call anticipated backward stochastic differential equations (anticipated BSDEs). In these equations the generator includes not only the values of solutions of the present but also the future. We show that these anticipated BSDEs have unique solutions, a comparison theorem for their solutions, and a duality between them and ...
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ژورنال
عنوان ژورنال: Science China Mathematics
سال: 2011
ISSN: 1674-7283,1869-1862
DOI: 10.1007/s11425-010-4129-x