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Anticipated backward stochastic differential equations with left-Lipschitz coefficient
Statistics & Probability Letters ( IF 0.9 ) Pub Date : 2020-04-08 , DOI: 10.1016/j.spl.2020.108762 Yafang Xiong , Xiaoming Xu
中文翻译:
左Lipschitz系数的预期后向随机微分方程
更新日期:2020-04-08
Statistics & Probability Letters ( IF 0.9 ) Pub Date : 2020-04-08 , DOI: 10.1016/j.spl.2020.108762 Yafang Xiong , Xiaoming Xu
This paper deals with one-dimensional anticipated backward stochastic differential equations where the coefficient is left-Lipschitz in and the anticipated term of . The existence of solutions to the equation as well as a comparison theorem is obtained.
中文翻译:
左Lipschitz系数的预期后向随机微分方程
本文处理一维预期反向随机微分方程,其中系数为左-Lipschitz 和预期的期限 。得到了方程解的存在性以及比较定理。