arXiv Open Access 2018

Anticipated mean-field backward stochastic differential equations with jumps

Tao Hao

Lihat Sumber

Abstrak

In this paper we prove the existence and uniqueness theorem, comparison theorem of a class of anticipated mean-field backward stochastic differential equations with jumps.

Topik & Kata Kunci

math.OC

Penulis (1)

Tao Hao

Format Sitasi

APA MLA BibTeX

Hao, T. (2018). Anticipated mean-field backward stochastic differential equations with jumps. https://arxiv.org/abs/1811.04359

Akses Cepat

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Informasi Jurnal

Tahun Terbit: 2018
Bahasa: en
Sumber Database: arXiv
Akses: Open Access ✓