کد مقاله | کد نشریه | سال انتشار | مقاله انگلیسی | نسخه تمام متن |
---|---|---|---|---|
7549724 | 1489887 | 2014 | 14 صفحه PDF | دانلود رایگان |
عنوان انگلیسی مقاله ISI
Anticipated backward stochastic differential equations with jumps under the non-Lipschitz condition
دانلود مقاله + سفارش ترجمه
دانلود مقاله ISI انگلیسی
رایگان برای ایرانیان
موضوعات مرتبط
مهندسی و علوم پایه
ریاضیات
آمار و احتمال
پیش نمایش صفحه اول مقاله
چکیده انگلیسی
This paper deals with a class of anticipated backward stochastic differential equations with Poisson jumps (ABSDEJs). We first show that there is a duality between anticipated backward stochastic differential equations with jumps and stochastic differential delay equations with jumps (SDDEJs). Then, we prove the existence and uniqueness of adapted solutions and Lp solutions for such ABSDEJs under the non-Lipschitz conditions as well as a comparison theorem is obtained through constructing some iterative equations which are different from iterative equations in Peng and Yang (2009).
ناشر
Database: Elsevier - ScienceDirect (ساینس دایرکت)
Journal: Statistics & Probability Letters - Volume 92, September 2014, Pages 215-225
Journal: Statistics & Probability Letters - Volume 92, September 2014, Pages 215-225
نویسندگان
Shuheng Tu, Wu Hao,