The adapted solution and comparison theorem for backward stochastic differential equations with Poisson jumps and applications
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Publication:936592
DOI10.1016/j.jmaa.2008.05.072zbMath1157.60061MaRDI QIDQ936592
Publication date: 19 August 2008
Published in: Journal of Mathematical Analysis and Applications (Search for Journal in Brave)
Full work available at URL: https://strathprints.strath.ac.uk/13866/1/165redactYin_Mao_JMAA.pdf
viscosity solution; comparison theorem; Feynman-Kac formula; backward stochastic differential equation; BSDE backward stochastic differential equation; BSDE with jumps; PDIE; PDIE solution
60H10: Stochastic ordinary differential equations (aspects of stochastic analysis)
60G57: Random measures
60H20: Stochastic integral equations
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