Anticipated mean-field backward stochastic differential equations with jumps(*)

Hao, T

Hao, T (corresponding author), Shandong Univ Finance & Econ, Sch Stat, Jinan 250014, Peoples R China.

LITHUANIAN MATHEMATICAL JOURNAL, 2020; 60 (3): 359

Abstract

In this paper, we prove an existence and uniqueness theorem and a comparison theorem for a class of anticipated mean-field backward stochastic differe......

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