文献类型：期刊文献

英文题名：Anticipated backward stochastic differential equations with non-Lipschitz coefficients

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

年份：2021

卷号：59

期号：2

起止页码：516

外文期刊名：JOURNAL OF MATHEMATICAL CHEMISTRY

收录：SCI-EXPANDED(收录号：WOS:000604073000001)、、Scopus(收录号：2-s2.0-85098498860)、WOS

基金：Thanks for the support of the Guangdong Basic and Applied Basic Research Foundation (No. 2020A1515010463) and the PhD Start-up Fund of Guangdong Ocean University (No. R17038).

语种：英文

外文关键词：Anticipated backward stochastic differential equations; Non-Lipschitz conditions; Adapted solutions; Biochemical reaction

外文摘要：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.