Generalized anticipated backward stochastic differential equations driven by Brownian motion and continuous increasing process*.

This article mainly considers a new class of anticipated BSDEs driven by Brownian motion and continuous increasing process, which are called generalized anticipated backward stochastic differential equations(GABSDEs). We first give the form of GABSDEs. Then, existence and uniqueness result for GABSDEs is established as well as a comparison theorem is obtained under the certain assumptions. At last, we give an application about the duality between SDDEs and GABSDEs. [ABSTRACT FROM AUTHOR]