In this paper, we'll prove new representation theorems for a kind of second order stochastic integral- differential operator by stochastic differential equations (SDEs) and backward stochastic differential equatio...In this paper, we'll prove new representation theorems for a kind of second order stochastic integral- differential operator by stochastic differential equations (SDEs) and backward stochastic differential equations (BSDEs) with jumps, and give some applications.展开更多
基金Supported by the National Natural Science Foundation of China(No.11171186)the"111"project(No.B12023)
文摘In this paper, we'll prove new representation theorems for a kind of second order stochastic integral- differential operator by stochastic differential equations (SDEs) and backward stochastic differential equations (BSDEs) with jumps, and give some applications.