Anticipated backward stochastic differential equations with non-Lipschitz coefficients

DOI10.1016/j.spl.2011.12.008zbMath1242.60058OpenAlexW2009281965MaRDI QIDQ5891561

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Publication date: 18 May 2012

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.spl.2011.12.008

zbMATH Keywords

comparison theoremanticipated backward stochastic differential equationsnon-Lipschitz

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10)

Related Items (16)

Anticipated backward stochastic differential equations and their applications to zero-sum stochastic differential games ⋮ L^p solutions of anticipated BSDEs with weak monotonicity and general growth generators ⋮ Anticipated backward stochastic differential equations on Markov chains ⋮ Anticipated backward stochastic variational inequalities with generalized reflection ⋮ Anticipated BSDEs with reflection in convex region ⋮ Anticipated backward stochastic differential equations with quadratic growth ⋮ Comparison theorems for anticipated BSDEs with non-Lipschitz coefficients ⋮ Anticipated backward stochastic differential equations with left-Lipschitz coefficient ⋮ Anticipated backward stochastic differential equations driven by the Teugels martingales ⋮ Non-Lipschitz anticipated backward stochastic differential equations driven by fractional Brownian motion ⋮ Unnamed Item ⋮ Solvability of anticipated backward stochastic Volterra integral equations ⋮ Anticipated Backward Stochastic Differential Equation with Reflection ⋮ On anticipated backward stochastic differential equations with Markov chain noise ⋮ Anticipated backward doubly stochastic differential equations with non-Lipschitz coefficients ⋮ A class of backward stochastic Bellman-Bihari's inequality and its applications

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