On solutions of backward stochastic differential equations with jumps, with unbounded stopping times as terminal and with non-Lipschitz coefficients, and probabilistic interpretation of quasi-linear elliptic type integro-differential equations (Q1580627): Difference between revisions

The authors consider the existence and uniqueness of solutions to backward stochastic differential equations with jumps and without Lipschitz conditions. The convergence of the solutions is examined, as is the question of the continuous dependence of the solutions upon the parameters. A probabilistic interpretation of solutions to certain kinds of integro-differential equations is given.