This paper studies for ward-back ward differential equations with Poisson jumps and with stopping time as termination. Under some weak monotonicity conditions and for non-Lipschitzian coefficients, the existence and u...This paper studies for ward-back ward differential equations with Poisson jumps and with stopping time as termination. Under some weak monotonicity conditions and for non-Lipschitzian coefficients, the existence and uniqueness of solutions are proved via a purely probabilistic approach, while a priori estimate is given. Here, we allow the forward equation to be degenerate.展开更多
基金Supported by the National Natural Science Foundation of China(1146103211401267+4 种基金11326238)the Natural Science Foundation of Jiangxi Province(20151bab201013)the Youth Foundation of Jiangxi Provincial Education Department(GJJ13376)the Research Foundation of Jiangxi University of Science and Techology(JxxJ bs1 2002nsfj 2015-K17)
文摘This paper studies for ward-back ward differential equations with Poisson jumps and with stopping time as termination. Under some weak monotonicity conditions and for non-Lipschitzian coefficients, the existence and uniqueness of solutions are proved via a purely probabilistic approach, while a priori estimate is given. Here, we allow the forward equation to be degenerate.
基金Qing Lan Project of Jiangsu Province(2012)NNSF of China(11071037,11102076)+3 种基金The NSF of Higher Education Institutions of Jiangsu Province(13KJB110005)The Grant of Jiangsu Second Normal University(Jsie2011zd04JSNU-ZY-02)The Jiangsu Government Overseas Study Scholarship
