The adapted solutions and comparison theorem for anticipated backward stochastic differential equations with Poisson jumps under the weak conditions

被引：0

作者：

Tu, Shuheng ^{[1
]}

Hao, Wu ^{[2
]}

Chen, Jing ^{[3
]}

机构：

[1] Henan Univ Technol, Coll Sci, Zhengzhou 450001, Henan, Peoples R China

[2] South Cent Univ Nationalities, Sch Math & Stat, Wuhan 430000, Hubei, Peoples R China

[3] Zhongyuan Univ Technol, Coll Sci, Zhengzhou 450007, Henan, Peoples R China

来源：

STATISTICS & PROBABILITY LETTERS | 2017年 / 126卷

关键词：

Anticipated backward stochastic differential equation; Comparison; Weak conditions; Poisson random measure; COEFFICIENT;

D O I：

10.1016/j.spl.2017.02.022

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

This paper considers a class of anticipated backward stochastic differential equations with Poisson jumps (ABSDEJs). We prove the existence and uniqueness result of adapted solutions for such ABSDEJs under some weak assumption conditions. We also derive some comparison theorems by applying Girsanov Theorem. (C) 2017 Elsevier B.V. All rights reserved.

引用

页码：7 / 17

页数：11

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