Applications of anticipated BSDEs driven by time-changing Levy noises

被引：1
|
作者：
Liu, Youxin [1 ]
机构：
[1] Wuhu Inst Technol, Dept Elementary Teaching, Wuhu 241003, Peoples R China
来源：
JOURNAL OF INEQUALITIES AND APPLICATIONS | 2016年
关键词：
anticipated BSDE; an estimate of the solutions; comparison theorem; nonlinear Feynman-Kac formula; STOCHASTIC DIFFERENTIAL-EQUATIONS;
D O I：
10.1186/s13660-016-1230-x
中图分类号：
O29 [应用数学];
学科分类号：
070104 ;
摘要：
We study a very particular anticipated BSDEs when the driver is time-changing Levy noise. We give an estimate of the solutions in the system satisfying some non-Lipschitz conditions. Also, we state an useful comparison theorem for the solutions. At last, we establish another specific Feynman-Kac formula for a quasilinear PDE.
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收藏
页数：12
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