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Some properties of generalized anticipated backward stochastic differential equations - MaRDI portal

Some properties of generalized anticipated backward stochastic differential equations (Q743035)

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scientific article; zbMATH DE number 6346912
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Some properties of generalized anticipated backward stochastic differential equations
scientific article; zbMATH DE number 6346912

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    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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