Anticipated mean-field backward stochastic differential equations with jumps∗

被引:0
作者
Tao Hao
机构
[1] Shandong University of Finance and Economics,School of Statistics
来源
Lithuanian Mathematical Journal | 2020年 / 60卷
关键词
anticipated mean-field BSDE; jump; existence and uniqueness theorem; comparison theorem; 60H10;
D O I
暂无
中图分类号
学科分类号
摘要
In this paper, we prove an existence and uniqueness theorem and a comparison theorem for a class of anticipated mean-field backward stochastic differential equations with jumps.
引用
收藏
页码:359 / 375
页数:16
相关论文
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