Title of article :
Comparison theorems for anticipated BSDEs with non-Lipschitz coefficients
Author/Authors :
Zhang، نويسنده , , Feng، نويسنده ,
Issue Information :
دوهفته نامه با شماره پیاپی سال 2014
Abstract :
We study comparison theorems for one dimensional anticipated backward stochastic differential equations under one kind of non-Lipschitz assumption. In the results, the generator functions are allowed to contain the anticipated term of z, neither generator function needs to be necessarily monotone in the anticipated term of y, and the anticipated times of the anticipated terms of ( y , z ) in one generator function can differ from those in the other.
Keywords :
Anticipated backward stochastic differential equation , Non-Lipschitz assumption , Comparison theorem
Journal title :
Journal of Mathematical Analysis and Applications
Journal title :
Journal of Mathematical Analysis and Applications