کد مقاله کد نشریه سال انتشار مقاله انگلیسی نسخه تمام متن
5129902 1489853 2017 11 صفحه PDF دانلود رایگان
عنوان انگلیسی مقاله ISI
The adapted solutions and comparison theorem for anticipated backward stochastic differential equations with Poisson jumps under the weak conditions
موضوعات مرتبط
مهندسی و علوم پایه ریاضیات آمار و احتمال
پیش نمایش صفحه اول مقاله
The adapted solutions and comparison theorem for anticipated backward stochastic differential equations with Poisson jumps under the weak conditions
چکیده انگلیسی

This paper considers a class of anticipated backward stochastic differential equations with Poisson jumps (ABSDEJs). We prove the existence and uniqueness result of adapted solutions for such ABSDEJs under some weak assumption conditions. We also derive some comparison theorems by applying Girsanov Theorem.

ناشر
Database: Elsevier - ScienceDirect (ساینس دایرکت)
Journal: Statistics & Probability Letters - Volume 126, July 2017, Pages 7-17
نویسندگان
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