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A general comparison theorem for 1-dimensional anticipated BSDEs

A general comparison theorem for 1-dimensional anticipated BSDEs Anticipated backward stochastic differential equation (ABSDE) studied the first time in 2007 is a new type of stochastic differential equations. In this paper, we establish a general comparison theorem for ABSDEs. http://www.deepdyve.com/assets/images/DeepDyve-Logo-lg.png Acta Mathematicae Applicatae Sinica Springer Journals

A general comparison theorem for 1-dimensional anticipated BSDEs

Acta Mathematicae Applicatae Sinica , Volume 32 (2) – Apr 29, 2016

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Publisher
Springer Journals
Copyright
Copyright © 2016 by Institute of Applied Mathematics, Academy of Mathematics and System Sciences, Chinese Academy of Sciences and Springer-Verlag Berlin Heidelberg
Subject
Mathematics; Applications of Mathematics; Math Applications in Computer Science; Theoretical, Mathematical and Computational Physics
ISSN
0168-9673
eISSN
1618-3932
DOI
10.1007/s10255-016-0558-9
Publisher site
See Article on Publisher Site

Abstract

Anticipated backward stochastic differential equation (ABSDE) studied the first time in 2007 is a new type of stochastic differential equations. In this paper, we establish a general comparison theorem for ABSDEs.

Journal

Acta Mathematicae Applicatae SinicaSpringer Journals

Published: Apr 29, 2016

References