|
|||||
|
|
A general comparison theorem for 1-dimensional anticipated BSDEs |
|
| Authors: | Xiao-ming Xu |
| Institution: | 1.Institute of Finance and Statistics, School of Mathematical Sciences,Nanjing Normal University,Nanjing,China |
| 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. |
| Keywords: | |
| 本文献已被 SpringerLink 等数据库收录！ | |