Anticipated backward stochastic differential equations driven by the Teugels martingales
type: Item
instance of: scholarly article
title: Anticipated backward stochastic differential equations driven by the Teugels martingales
zbMATH Open document ID: 1308.60076
author: Gaofeng Zong
published in: Journal of Mathematical Analysis and Applications
publication date: 2015-03-27T00:00:00Z
Mathematics Subject Classification ID: 60H10
zbMATH DE Number: 6420134
zbMATH Keywords: anticipated backward stochastic differential equations
zbMATH Keywords: Lévy process
zbMATH Keywords: Teugels martingales
zbMATH Keywords: comparison theorem
MaRDI profile type: Publication
full work available at URL: j.jmaa.2013.11.009
OpenAlex ID: W1985291577
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DOI: 10.1016/J.JMAA.2013.11.009
description: scientific article; zbMATH DE number 6420134