Yang, Z.Elliott, R.2013-09-112013-09-112013Electronic Communications in Probability, 2013; 18(63):1-101083-589X1083-589Xhttp://hdl.handle.net/2440/79894In this paper, after recalling the definition of generalized anticipated backward stochastic differential equations (generalized anticipated BSDEs for short) and the existence and uniqueness theorem for their solutions, we show there is a duality between them and stochastic differential delay equations. We then provide a continuous dependence property for their solutions with respect to the parameters and finally establish a comparison result for the solutions of these equations.enCreative Commons Attribution License. Attribution 3.0Generalized anticipated BSDEsdualitycontinuous dependence propertycomparison theoremJournal article002013077310.1214/ECP.v18-24150003220208000012-s2.0-8488060417218694