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- W2552488093 abstract "We study a very particular anticipated BSDEs when the driver is time-changing Levy noise. We give an estimate of the solutions in the system satisfying some non-Lipschitz conditions. Also, we state an useful comparison theorem for the solutions. At last, we establish another specific Feynman-Kac formula for a quasilinear PDE." @default.
- W2552488093 created "2016-11-30" @default.
- W2552488093 creator A5069030820 @default.
- W2552488093 date "2016-11-22" @default.
- W2552488093 modified "2023-10-16" @default.
- W2552488093 title "Applications of anticipated BSDEs driven by time-changing Lévy noises" @default.
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- W2552488093 doi "https://doi.org/10.1186/s13660-016-1230-x" @default.
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