ARTICLE
TITLE

Solutions and comparison theorems for anticipated backward stochastic differential equations with non-Lipschitz generators

SUMMARY

This paper is devoted to solving multidimensional anticipated backward stochastic differential equations (anticipated BSDEs for short) with a kind of non-Lipschitz generators. We establish the existence and uniqueness result for L2 solutions of this kind of anticipated BSDEs, and establish the corresponding one-dimensional comparison theorems for the type of anticipated BSDEs. Our results improve some known results.

PAGES
pp. 6139 - 6147
COLLECTIONS

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