Applications of anticipated BSDEs driven by time-changing Lévy noises

Applications of anticipated BSDEs driven by time-changing Lévy noises

Abstract We study a very particular anticipated BSDEs when the driver is time-changing Lévy noise. We give an estimate of the solutions in the system satisfying some non-Lipschitz conditions. Also, we state an useful comparison theorem for the solutions. At last, we establish another specific Feynma...

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Bibliographic Details
Main Author: Youxin Liu
Format: Article
Language:English
Published: SpringerOpen 2016-11-01
Series:Journal of Inequalities and Applications
Subjects:
anticipated BSDE
an estimate of the solutions
comparison theorem
nonlinear Feynman-Kac formula
Online Access:http://link.springer.com/article/10.1186/s13660-016-1230-x

Internet

http://link.springer.com/article/10.1186/s13660-016-1230-x

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