Article ID Journal Published Year Pages File Type
5129902 Statistics & Probability Letters 2017 11 Pages PDF
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
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