文章基本信息

标题：Mean-field anticipated BSDEs driven by time-changed Lévy noises
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作者：Youxin Liu ; Yang Dai
期刊名称：Advances in Difference Equations
印刷版ISSN：1687-1839
电子版ISSN：1687-1847
出版年度：2020
卷号：2020
期号：1
页码：1-12
DOI：10.1186/s13662-020-03038-5
出版社：Hindawi Publishing Corporation
摘要：The objective of this work is to show a new kind of mean-field anticipated backward stochastic differential equation (in short MF-ABSDE) driven by time-changed Lévy noises. We give two methods to prove the existence and uniqueness of the solution of those equations by the fixed point theorem and the Picard iterative sequence. Finally, we obtain a comparison theorem for the solutions.
关键词：Mean-field limits ; Anticipated BSDE ; Time-changed Lévy process ; Comparison theorem