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Lp solutions of anticipated backward stochastic differential equations under monotonicity and general increasing conditions |
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| Authors: | Feng Hu Zengjing Chen |
| Institution: | 1. School of Statistics, Qufu Normal University, Qufu, Shandong 273165, China;2. School of Mathematics, Shandong University, Jinan 250100, China |
| Abstract: | |
| Keywords: | anticipated backward stochastic differential equation (anticipated BSDE) monotonicity condition comparison theorem |