Anticipated backward stochastic differential equations driven by the Teugels martingales (Q2019174)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Anticipated backward stochastic differential equations driven by the Teugels martingales |
scientific article |
Statements
Anticipated backward stochastic differential equations driven by the Teugels martingales (English)
0 references
27 March 2015
0 references
anticipated backward stochastic differential equations
0 references
Lévy process
0 references
Teugels martingales
0 references
comparison theorem
0 references
0 references
0 references
