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In this paper, the existence and pathwise uniqueness of strong solutions for jump-type stochastic differential equations are investigated under non-Lipschitz conditions. A sufficient condition is obtained for ensuring the non-confluent property of strong solutions of jump-type stochastic differential equations. Moreover, some examples are given to illustrate our results.

In this paper, we first introduce a new spatial-temporal interaction operator to describe the space-time dependent phenomena. Then we consider the stochastic optimal control of a new system governed by a stochastic partial differential equation with the spatial-temporal interaction operator. To solve such a stochastic optimal control problem, we derive an adjoint backward stochastic partial differential equation with spatial-temporal dependence by defining a Hamiltonian functional, and give both the sufficient and necessary (Pontryagin-Bismut-Bensoussan type) maximum principles. Moreover, the existence and uniqueness of solutions are proved for the corresponding adjoint backward stochastic partial differential equations. Finally, our results are applied to study the population growth problems with the space-time dependent phenomena.

In this paper, we investigate a new model of a linear-quadratic mean-field stochastic Stackelberg differential game with one leader and two followers, in which the leader is allowed to stop her strategy at a random time. Our overarching goal is to find the Stackelberg solution of the leader and followers for such a model. By employing the backward induction method, the state equation is divided into two-stage equations. Moreover, by using the maximum principle and the verification theorem, the Stackelberg solution is obtained for such a model.

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