Lp estimates for fully coupled FBSDEs with jumps
Lp estimates for fully coupled FBSDEs with jumps
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DOI：
10.1016/j.spa.2013.12.005
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发表时间：
2013-02
影响因子：
1.4
通讯作者：
Juan Li;Qingmeng Wei
中科院分区：
文献类型：
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作者：
Juan Li;Qingmeng Wei
In this paper we study some useful estimates, in particular, L p estimates, for fully coupled forward–backward stochastic differential equations (FBSDEs) with jumps. These estimates are proved at one hand for fully coupled FBSDEs with jumps under the monotonicity assumption for arbitrary time intervals and on the other hand for such equations on small time intervals. Moreover, the well-posedness of this kind of equation is studied and regularity results are obtained.
