Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
5129902 | Statistics & Probability Letters | 2017 | 11 Pages |
Abstract
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.
Related Topics
Physical Sciences and Engineering
Mathematics
Statistics and Probability
Authors
Shuheng Tu, Wu Hao, Jing Chen,