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  • 标题:Mean-field anticipated BSDEs driven by time-changed Lévy noises
  • 本地全文:下载
  • 作者:Youxin Liu ; Yang Dai
  • 期刊名称:Advances in Difference Equations
  • 印刷版ISSN:1687-1839
  • 电子版ISSN:1687-1847
  • 出版年度:2020
  • 卷号:2020
  • 期号:1
  • 页码:1-12
  • DOI:10.1186/s13662-020-03038-5
  • 出版社:Hindawi Publishing Corporation
  • 摘要:The objective of this work is to show a new kind of mean-field anticipated backward stochastic differential equation (in short MF-ABSDE) driven by time-changed Lévy noises. We give two methods to prove the existence and uniqueness of the solution of those equations by the fixed point theorem and the Picard iterative sequence. Finally, we obtain a comparison theorem for the solutions.
  • 关键词:Mean-field limits ; Anticipated BSDE ; Time-changed Lévy process ; Comparison theorem
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