BSDEs with monotone generator driven by time-changed Levy noises

被引：2

作者：

Shen, Xiaohui ^{[1
]}

Jiang, Long ^{[1
]}

机构：

[1] China Univ Min & Technol, Sch Math, Xuzhou 221116, Peoples R China

来源：

ADVANCES IN DIFFERENCE EQUATIONS | 2017年

基金：

中国国家自然科学基金;

关键词：

backward stochastic differential equation; time-changed Levy noise; monotone generator; existence and uniqueness; STOCHASTIC DIFFERENTIAL-EQUATIONS;

D O I：

10.1186/s13662-017-1278-z

中图分类号：

O29 [应用数学];

学科分类号：

070104 ;

摘要：

In this paper, we establish an existence and uniqueness theorem for solutions to backward stochastic differential equations driven by time-changed Levy 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).

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页数：11

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