L solutions of anticipated backward stochastic differential equations under monotonicity and general increasing conditions.

In this paper, we deal with a class of anticipated backward stochastic differential equations (anticipated BSDEs) under weak assumptions on the coefficients. We prove the existence and uniqueness result forsolutions of anticipated BSDEs under monotonicity and general increasing conditions on, with Lipschitz on. Furthermore, we give several comparison theorems with respect to 1-dimensional anticipated BSDEs. [ABSTRACT FROM PUBLISHER]