Generalized BSDEs for time inhomogeneous Lévy processes under non-deterministic Lipschitz coefficient (Q5886813)
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scientific article; zbMATH DE number 7673218
Language | Label | Description | Also known as |
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English | 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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