Anticipated backward stochastic differential equations with jumps under the non-Lipschitz condition (Q2251710)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Anticipated backward stochastic differential equations with jumps under the non-Lipschitz condition |
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Anticipated backward stochastic differential equations with jumps under the non-Lipschitz condition (English)
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15 July 2014
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backward stochastic differential equations
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Poisson jumps
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stochastic delay differential equations
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non-Lipschitz condition
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comparison theorem
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