A general comparison theorem for 1-dimensional anticipated BSDEs - Mathematics > ProbabilityReport as inadecuate




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Abstract: Anticipated backward stochastic differential equation ABSDE studied thefirst time in 2007 is a new type of stochastic differential equations. In thispaper, we establish a general comparison theorem for 1-dimensional ABSDEs withthe generators depending on the anticipated term of $Z$.



Author: Xiaoming Xu

Source: https://arxiv.org/



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