Abstract (in English) | 第5页 |
Abstract (in Chinese) | 第6-7页 |
Chapter 1 Introduction | 第7-10页 |
1.1 Background | 第7-9页 |
1.2 The main content of this article | 第9-10页 |
Chapter 2 Preliminaries | 第10-14页 |
2.1 Results on BSDEs | 第10-12页 |
2.2 Results on anticipated BSDEs | 第12-14页 |
Chapter 3 Comparison theorems for 1-dimensional anticipated BSDEs | 第14-21页 |
3.1 A new proof of the comparison theorem | 第15-17页 |
3.2 A more general comparison theorem | 第17-21页 |
Chapter 4 Anticipated BSDEs with functional anticipated time and relatedstochastic control problems | 第21-36页 |
4.1 Duality between SDDEs and anticipated BSDEs | 第22-27页 |
4.2 Application in stochastic control problems | 第27-36页 |
Chapter 5 Anticipated BSDEs under a weaker condition and related zero-sum stochastic differential games | 第36-52页 |
5.1 Anticipated BSDEs under a weaker condition | 第36-40页 |
5.2 Zero-sum stochastic differential games | 第40-52页 |
Bibliography | 第52-56页 |
Acknowledgements | 第56页 |