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| In this paper, we will establish a general comparison theoremfor the following $1$-dimensional generalized anticipated backward stochastic differential equation(GABSDE):egin{equation*}left{egin{tabular}{rlll}$-dY_t$ &=& $f(t, {Y_r}_{rin [t, T+C]}, {Z_r}_{rin [t,T+C]})dt-Z_tdB_t, $ & $tin[0, T];$\$Y_t$ &=& $xi_t, $ & $tin[T, T+C];$\$Z_t$ &=& $eta_t, $ & $tin[T, T+C].$end{tabular}
ight.end{equation*} |
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| Keywords:stochastic process; generalized anticipated backward stochastic differential equation; backward stochastic differential equation;comparison theorem. |
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