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超前倒向随机微分方程及其应用研究

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

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