On Comparison Theorem and Solutions of BSDEs for Lévy Processes
On Comparison Theorem and Solutions of BSDEs for Lévy Processes
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DOI：
10.1007/s10255-007-0391-2
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发表时间：
2007-07
期刊：
影响因子：
--
通讯作者：
Qing Zhou
中科院分区：
文献类型：
--
作者：
Qing Zhou
摘要本文考虑L过程驱动的倒向随机微分方程。得到了具有非Lipschitz系数的倒向随机微分方程的比较定理和存在唯一性定理。
AbstractIn this paper, we consider backward stochastic differential equations driven by a Lévy process. A comparison theorem and an existence and uniqueness theorem of BSDEs with non-Lipschitz coefficients are obtained.