Some properties of generalized anticipated backward stochastic differential equations

DOI10.1214/ECP.v18-2415zbMath1329.60204MaRDI QIDQ743035

Zhe Yang, Robert J. Elliott

Publication date: 22 September 2014

Published in: Electronic Communications in Probability (Search for Journal in Brave)

zbMATH Keywords

comparison theoremdualitystochastic delay differential equationscontinuous dependence propertygeneralized anticipated backward stochastic differential equations

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stochastic systems in control theory (general) (93E03)

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