Mean-field anticipated BSDEs driven by time-changed Lévy noises

DOI10.1186/s13662-020-03038-5zbMath1487.60113OpenAlexW3096735608MaRDI QIDQ2144088

Youxin Liu, Yang Dai

Publication date: 1 June 2022

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

Full work available at URL: https://doi.org/10.1186/s13662-020-03038-5

zbMATH Keywords

comparison theoremmean-field limitstime-changed Lévy process

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Optimal stochastic control (93E20) Applications of stochastic analysis (to PDEs, etc.) (60H30) Stochastic integral equations (60H20)

Cites Work

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