comparison theorem for such BSDEs. … in short), whose generators are monotonic and convex growth in y and quadratic growth in z. We also obtain a converse …

The converse comparison theorem has received much attention in the theory of backward stochastic differential equations … (BSDEs). However, no such theorem has been proved for anticipated BSDEs. In this paper, we derive a converse comparison … theorem by first giving an existence and uniqueness theorem for adapted solutions of anticipated BSDEs with a stopping time …

of generators and a converse comparison theorem of solutions are established in this paper. …