Some properties of generalized anticipated backward stochastic differential equations (Q743035)
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scientific article; zbMATH DE number 6346912
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Some properties of generalized anticipated backward stochastic differential equations |
scientific article; zbMATH DE number 6346912 |
Statements
Some properties of generalized anticipated backward stochastic differential equations (English)
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22 September 2014
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generalized anticipated backward stochastic differential equations
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stochastic delay differential equations
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duality
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continuous dependence property
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comparison theorem
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