Second-order BSDEs with jumps: formulation and uniqueness (Q748324)

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English	Second-order BSDEs with jumps: formulation and uniqueness	scientific article

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scholarly article

Second-order BSDEs with jumps: formulation and uniqueness (English)

Nabil Kazi-Tani

Dylan Possamaï

The Annals of Applied Probability

publication date

20 October 2015

full work available at URL

https://arxiv.org/abs/1208.0757

https://projecteuclid.org/euclid.aoap/1438261055

zbMATH Keywords

backward stochastic differential equations

mutually singular measures

quasi-sure analysis

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