时变的Lévy噪声驱动的平均场BSDE

Mean-Field Backward Stochastic Differential Equations Driven by Time-Changed Lévy Noises

考虑一类由时变的Lévy噪声驱动的平均场倒向随机微分方程,在系数满足Lipschitz条件的假设下,给出了方程解的存在唯一性定理,最后给出了方程解的一个比较定理。

We consider a class of mean-field backward stochastic differential equations by time-changed Lévy noises.Under the assumption that the coefficient satisfies Lipschitz condition,we give the existence and uniqueness theorem of the solution of the equation.Finally,we give a comparison theorem of the solution of the equation.