Anticipated backward stochastic differential equations driven by the Teugels martingales

DOI10.1016/j.jmaa.2013.11.009zbMath1308.60076OpenAlexW1985291577MaRDI QIDQ2019174

Gaofeng Zong

Publication date: 27 March 2015

Published in: Journal of Mathematical Analysis and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jmaa.2013.11.009

zbMATH Keywords

comparison theoremLévy processTeugels martingalesanticipated backward stochastic differential equations

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10)

Related Items (6)

The adapted solutions and comparison theorem for anticipated backward stochastic differential equations with Poisson jumps under the weak conditions ⋮ L^p solutions of anticipated BSDEs with weak monotonicity and general growth generators ⋮ Infinite horizon optimal control of forward–backward stochastic system driven by Teugels martingales with Lévy processes ⋮ Unnamed Item ⋮ Anticipated Backward Stochastic Differential Equation with Reflection ⋮ On anticipated backward stochastic differential equations with Markov chain noise

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