文章基本信息

标题：BSDEs with monotone generator driven by time-changed Lévy noises
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作者：Xiaohui Shen ; Long Jiang
期刊名称：Advances in Difference Equations
印刷版ISSN：1687-1839
电子版ISSN：1687-1847
出版年度：2017
卷号：2017
期号：1
页码：214
DOI：10.1186/s13662-017-1278-z
语种：English
出版社：Hindawi Publishing Corporation
摘要：In this paper, we establish an existence and uniqueness theorem for solutions to backward stochastic differential equations driven by time-changed Lévy noises, in which the generator is monotonic and general growth with respect to y. Our conclusion extends the corresponding result in Di Nunno and Sjursen (Stoch. Process. Appl. 124:1679-1709, 2014).
关键词：backward stochastic differential equation ; time-changed Lévy noise ; monotone generator ; existence and uniqueness