BSDEs with general filtration driven by Lévy processes, and an application in stochastic controllability (Q1949129): Difference between revisions
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Revision as of 19:33, 15 February 2024
scientific article
| Language | Label | Description | Also known as |
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| English | BSDEs with general filtration driven by Lévy processes, and an application in stochastic controllability |
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BSDEs with general filtration driven by Lévy processes, and an application in stochastic controllability (English)
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25 April 2013
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backward stochastic differential equations (BSDEs)
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Lévy processes
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transposition solution
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controllability
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BSDEs with general filtration
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stochastic linear control system
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martingale representation theorem
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fixed-point theorem
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Kalman-type rank condition
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Riesz representation theorem
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random jumps
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corresponding well-posedness
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