Anticipated mean-field backward stochastic differential equations with jumps
Optimization and Control
2019-05-22 v3
Abstract
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.
Keywords
Cite
@article{arxiv.1811.04359,
title = {Anticipated mean-field backward stochastic differential equations with jumps},
author = {Tao Hao},
journal= {arXiv preprint arXiv:1811.04359},
year = {2019}
}
Comments
13 pages