Acta mathematica scientia,Series A ›› 2022, Vol. 42 ›› Issue (2): 520-556.

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Wong-Zakai Approximations of Anticipated Backward Doubly Stochastic Differential Equations with Jumps in Non-Lipschitz Conditions

Jie Xu1,*(),Yanhua Sun2   

  1. 1 College of Mathematics and Information Science, Henan Normal University, Henan Xinxiang 453002
    2 School of Mathematical Sciences, Henan Institute of Science and Technology, Henan Xinxiang 453001
  • Received:2020-08-20 Online:2022-04-26 Published:2022-04-18
  • Contact: Jie Xu E-mail:xujiescu@163.com
  • Supported by:
    the Key Scientific Research Project Plans of Henan Province(21A110011)

Abstract:

In this paper we will prove the Wong-Zakai approximation of anticipated backward doubly stochastic differential equations with Poisson jumps under the non-Lipschitz conditions.

Key words: Anticipated backward doubly stochastic differential equations, Possion jumps, Wong-Zakai approximations, Non-Lipschitz.

CLC Number: 

  • O221
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