






















This paper is devoted to the general solvability of anticipated backward stochastic differential equations with quadratic growth by relaxing the assumptions made by Hu, Li, and Wen \cite[Journal of Differential Equations, 270 (2021), 1298--1311]{hu2021anticipated} from the one-dimensional case with bounded terminal values to the multi-dimensional situation with bounded/unbounded terminal values. Three new results regarding the existence and uniqueness of local and global solutions are established. More precisely, for the local solution with bounded terminal values, the generator $f(t, Y_t, Z_t, Y_{t+δ_t},Z_{t+ζ_t})$ is of general growth with respect to $Y_t$ and $Y_{t+δ_{t}}$. For the global solution with bounded terminal values, the generator $f(t, Y_t, Z_t, Y_{t+δ_t},Z_{t+ζ_t})$ is of skew sub-quadratic but also ``strictly and diagonally" quadratic growth in $Z_t$. For the global solution with unbounded terminal values, the generator $f(t, Y_t, Z_t, Y_{t+δ_t})$ is of diagonal quadratic growth in $Z_t$ in the first case; and in the second case, the generator $f(t, Z_t)$+$E[g(t, Y_t,Z_t, Y_{t+δ_t},Z_{t+ζ_t})]$ is of diagonal quadratic growth in $Z_t$ and linear growth in $Z_{t+ζ_t}$.
此内容由惯性聚合(RSS阅读器)自动聚合整理,仅供阅读参考。 原文来自 — 版权归原作者所有。