Comparison theorems for anticipated BSDEs with non-Lipschitz coefficients
From MaRDI portal
Publication:488764
DOI10.1016/J.JMAA.2014.03.009zbMath1326.60088OpenAlexW2062740134MaRDI QIDQ488764
Publication date: 26 January 2015
Published in: Journal of Mathematical Analysis and Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jmaa.2014.03.009
Related Items (4)
Anticipated backward stochastic differential equations and their applications to zero-sum stochastic differential games ⋮ Comparison theorems for anticipated backward doubly stochastic differential equations with non-Lipschitz coefficients ⋮ Anticipated backward stochastic differential equations with left-Lipschitz coefficient ⋮ Anticipated backward doubly stochastic differential equations with non-Lipschitz coefficients
Cites Work
- A general comparison theorem for 1-dimensional anticipated BSDEs
- The stochastic maximum principle for optimal control problems of delay systems involving continuous and impulse controls
- Anticipated backward stochastic differential equations on Markov chains
- Forward-backward linear quadratic stochastic optimal control problem with delay
- Necessary and sufficient condition for the comparison theorem of multidimensional anticipated backward stochastic differential equations
- Adapted solution of a backward stochastic differential equation
- Maximum principle for the stochastic optimal control problem with delay and application
- Adapted solutions of backward stochastic differential equations with non- Lipschitz coefficients
- A converse comparison theorem for anticipated BSDEs and related non-linear expectations
- Anticipated backward stochastic differential equations
- Anticipated backward stochastic differential equations with non-Lipschitz coefficients
This page was built for publication: Comparison theorems for anticipated BSDEs with non-Lipschitz coefficients
