Anticipated backward stochastic differential equations driven by the Teugels martingales (Q2019174)

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scientific article; zbMATH DE number 6420134
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Anticipated backward stochastic differential equations driven by the Teugels martingales
scientific article; zbMATH DE number 6420134

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    Anticipated backward stochastic differential equations driven by the Teugels martingales (English)
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    27 March 2015
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    anticipated backward stochastic differential equations
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    Lévy process
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    Teugels martingales
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    comparison theorem
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