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Communications in Statistics - Simulation and Computation Volume 45, 2016 - Issue 5
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Original Articles

Anticipated Backward Stochastic Differential Equation with Reflection

Xinwei FengSchool of Mathematics, Shandong University, Shandong, China;Department of Mathematics, University of Washington, Seattle, Washington, USACorrespondence[email protected]
Pages 1676-1688 | Received 30 Jun 2014, Accepted 19 Jan 2015, Published online: 23 Apr 2016

Citations (4)

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Read on this site (1)

Xiaoyan Xu & Mingbo Zhang. (2023) Anticipated BSDEs with reflection in convex region. Stochastics 95:3, pages 329-355.
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Articles from other publishers (3)

Pei Zhang, Adriana Irawati Nur Ibrahim & Nur Anisah Mohamed. (2023) Anticipated BSDEs Driven by Fractional Brownian Motion with a Time-Delayed Generator. Mathematics 11:23, pages 4845.
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Pei Zhang, Nur Anisah Mohamed & Adriana Irawati Nur Ibrahim. (2023) Mean-Field and Anticipated BSDEs with Time-Delayed Generator. Mathematics 11:4, pages 888.
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Hao Wu & Xuefeng Li. (2021) Converse comparison theorems for multidimensional anticipated backward stochastic differential equations. Statistics & Probability Letters 168, pages 108953.
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