Anticipated backward stochastic differential equations with non-Lipschitz coefficients

被引：1

作者：

Zhou, Huihui ^{[1
]}

Han, Yun ^{[1
]}

Feng, Zhiguo ^{[1
]}

Yuan, Rui ^{[1
]}

机构：

[1] Guangdong Ocean Univ, Dept Math & Appl Math, Zhanjiang, Guangdong, Peoples R China

来源：

JOURNAL OF MATHEMATICAL CHEMISTRY | 2021年 / 59卷 / 02期

关键词：

Anticipated backward stochastic differential equations; Non-Lipschitz conditions; Adapted solutions; Biochemical reaction; DELAY;

D O I：

10.1007/s10910-020-01211-5

中图分类号：

O6 [化学];

学科分类号：

0703 ;

摘要：

This paper deals with a class of anticipated backward stochastic differential equations. We extend results of Peng and Yang (2009) to the case in which the generator satisfies Non-Lipschitz conditions. The existence and uniqueness of solution are obtained.

引用

页码：516 / 528

页数：13

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