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.

引用

页数：12

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