BSDEs driven by time-changed Lévy noises with non-Lipschitz generators (Q5078258): Difference between revisions

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Property / full work available at URL: https://doi.org/10.1080/03610926.2017.1414263 / rank
 
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Latest revision as of 01:21, 29 July 2024

scientific article; zbMATH DE number 7530606
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English
BSDEs driven by time-changed Lévy noises with non-Lipschitz generators
scientific article; zbMATH DE number 7530606

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    BSDEs driven by time-changed Lévy noises with non-Lipschitz generators (English)
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    23 May 2022
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    BSDEs driven by time-changed Lévy noises
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    converse comparison theorem
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    existence and uniqueness
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    non-Lipschitz generator
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    representation theorem
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