Some existence results for advanced backward stochastic differential equations with a jump time

DOI10.1051/proc/201756088zbMath1383.60047OpenAlexW2590080906MaRDI QIDQ4606386

Thomas Lim, Nacira Agram, Monique Jeanblanc-Picqué

Publication date: 7 March 2018

Published in: ESAIM: Proceedings and Surveys (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1051/proc/201756088

zbMATH Keywords

Brownian motionbackward stochastic differential equationsBrownian filtrationsingle jump process

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Brownian motion (60J65)

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Singular Control Optimal Stopping of Memory Mean-Field Processes ⋮ Anticipated backward SDEs with jumps and quadratic-exponential growth drivers ⋮ Stochastic control of memory mean-field processes

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