کد مقاله کد نشریه سال انتشار مقاله انگلیسی نسخه تمام متن
1155533 958739 2014 30 صفحه PDF دانلود رایگان
عنوان انگلیسی مقاله ISI
LpLp estimates for fully coupled FBSDEs with jumps
کلمات کلیدی
موضوعات مرتبط
مهندسی و علوم پایه ریاضیات ریاضیات (عمومی)
پیش نمایش صفحه اول مقاله
LpLp estimates for fully coupled FBSDEs with jumps
چکیده انگلیسی

In this paper we study some useful estimates, in particular, LpLp estimates, for fully coupled forward–backward stochastic differential equations (FBSDEs) with jumps. These estimates are proved at one hand for fully coupled FBSDEs with jumps under the monotonicity assumption for arbitrary time intervals and on the other hand for such equations on small time intervals. Moreover, the well-posedness of this kind of equation is studied and regularity results are obtained.

ناشر
Database: Elsevier - ScienceDirect (ساینس دایرکت)
Journal: Stochastic Processes and their Applications - Volume 124, Issue 4, April 2014, Pages 1582–1611
نویسندگان
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