BSDEs with monotone generator driven by time-changed Lévy noises

DOI10.1186/s13662-017-1278-zzbMath1422.60104OpenAlexW2741868770WikidataQ59524664 ScholiaQ59524664MaRDI QIDQ1629857

Xiaohui Shen, Long Jiang

Publication date: 7 December 2018

Published in: Advances in Difference Equations (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1186/s13662-017-1278-z

zbMATH Keywords

existence and uniquenessbackward stochastic differential equationmonotone generatortime-changed Lévy noise

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stochastic systems in control theory (general) (93E03) Stochastic integrals (60H05)

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An asymmetric information non-zero sum differential game of mean-field backward stochastic differential equation with applications, L^p solutions of general time interval BSDEs with generators satisfying a p-order weak stochastic-monotonicity condition

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