Generalized BSDEs for time inhomogeneous Lévy processes under non-deterministic Lipschitz coefficient (Q5886813)

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scientific article; zbMATH DE number 7673218
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Generalized BSDEs for time inhomogeneous Lévy processes under non-deterministic Lipschitz coefficient
scientific article; zbMATH DE number 7673218

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    Generalized BSDEs for time inhomogeneous Lévy processes under non-deterministic Lipschitz coefficient (English)
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    6 April 2023
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    generalized backward stochastic differential equation
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    Non-homogeneous Lévy process
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    non-deterministic Lipschitz condition
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