摘要：In this paper, we establish an existence and uniqueness theorem for solutions to backward stochastic differential equations driven by time-changed Lévy noises, in which the generator is monotonic and general growth with respect to y. Our conclusion extends the corresponding result in Di Nunno and Sjursen (Stoch. Process. Appl. 124:1679-1709, 2014).
关键词：backward stochastic differential equation ; time-changed Lévy noise ; monotone generator ; existence and uniqueness
