The adapted solutions and comparison theorem for anticipated backward stochastic differential equations with Poisson jumps under the weak conditions
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Publication:2405913
DOI10.1016/j.spl.2017.02.022zbMath1377.60071OpenAlexW2594701178MaRDI QIDQ2405913
Publication date: 28 September 2017
Published in: Statistics \& Probability Letters (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.spl.2017.02.022
comparisonPoisson random measureanticipated backward stochastic differential equationweak conditions
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