Yang, Zhe; Elliott, Robert J. - In: Stochastic Processes and their Applications 123 (2013) 2, pp. 275-299
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...
