Mean-field anticipated BSDEs driven by time-changed Lévy noises

Abstract 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 theore...

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書誌詳細

出版年:	Advances in Difference Equations
主要な著者:	Youxin Liu, Yang Dai
フォーマット:	論文
言語:	英語
出版事項:	SpringerOpen 2020-11-01
主題:	Mean-field limits Anticipated BSDE Time-changed Lévy process Comparison theorem
オンライン･アクセス:	http://link.springer.com/article/10.1186/s13662-020-03038-5