BSDEs driven by time-changed Lévy noises with non-Lipschitz generators
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DOI: 10.1080/03610926.2017.1414263
Abstract: ABSTRACT This paper deals with a class of backward stochastic differential equations (BSDEs for short) driven by time-changed Lévy noises. The existence and uniqueness of Lp(p ⩾ 2) solutions for this kind of BSDEs with… read more here.
Keywords: time changed; changed noises; lipschitz generators; non lipschitz ... See more keywords