Anticipated BSDEs driven by a single jump process. Issue 1 (2nd January 2018)
- Record Type:
- Journal Article
- Title:
- Anticipated BSDEs driven by a single jump process. Issue 1 (2nd January 2018)
- Main Title:
- Anticipated BSDEs driven by a single jump process
- Authors:
- Hu, Lanying
Ren, Yong
Yang, Li - Abstract:
- ABSTRACT: In this paper, we discuss a class of anticipated backward stochastic differential equations related to a finite continuous time single jump process. We prove the existence and uniqueness of the adapted solution. Moreover, a comparison theorem for the solutions is also established.
- Is Part Of:
- Stochastic analysis and applications. Volume 36:Issue 1(2018)
- Journal:
- Stochastic analysis and applications
- Issue:
- Volume 36:Issue 1(2018)
- Issue Display:
- Volume 36, Issue 1 (2018)
- Year:
- 2018
- Volume:
- 36
- Issue:
- 1
- Issue Sort Value:
- 2018-0036-0001-0000
- Page Start:
- 152
- Page End:
- 165
- Publication Date:
- 2018-01-02
- Subjects:
- Anticipated backward stochastic differential equation -- comparison theorem -- single jump process
60H10 -- 60G40
Stochastic analysis -- Periodicals
519.2205 - Journal URLs:
- http://www.tandfonline.com/toc/lsaa20/current ↗
http://www.tandfonline.com/ ↗ - DOI:
- 10.1080/07362994.2017.1379418 ↗
- Languages:
- English
- ISSNs:
- 0736-2994
- Deposit Type:
- Legaldeposit
- View Content:
- Available online (eLD content is only available in our Reading Rooms) ↗
- Physical Locations:
- British Library DSC - 8465.250000
British Library DSC - BLDSS-3PM
British Library STI - ELD Digital store - Ingest File:
- 7732.xml