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...
Main Author: | Youxin Liu |
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Format: | Article |
Language: | English |
Published: |
SpringerOpen
2016-11-01
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Series: | Journal of Inequalities and Applications |
Subjects: | |
Online Access: | http://link.springer.com/article/10.1186/s13660-016-1230-x |
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