Applications of anticipated BSDEs driven by time-changing Lévy noises

DOI10.1186/S13660-016-1230-XzbMath1352.60084OpenAlexW2552488093WikidataQ59468567 ScholiaQ59468567MaRDI QIDQ343547

Youxin Liu

Publication date: 28 November 2016

Published in: Journal of Inequalities and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1186/s13660-016-1230-x

zbMATH Keywords

comparison theoremquasilinear PDELévy noiseanticipated backward stochastic differential equationsnonlinear Feynman-Kac formula

Mathematics Subject Classification ID

Processes with independent increments; Lévy processes (60G51) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Applications of stochastic analysis (to PDEs, etc.) (60H30)

Related Items (1)

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

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