Anticipative backward stochastic differential equations driven by   fractional Brownian motion
  We study the anticipative backward stochastic differential equations (BSDEs, for short) driven by fractional Brownian motion with Hurst parameter H greater than 1/2. The stochastic integral used throughout the paper is the divergence operator type integral. We obtain the existence and uniqueness of solutions to these equations. A comparison theorem for this type of anticipative BSDEs is also established. 
Jiaqiang Wen and Yufeng Shi
math.PR