Exponential growth BSDE driven by a marked point process

DOI10.3934/PUQR.2024020MaRDI QIDQ6855272zbMATH OpenFDO

Authors Yiqing Lin

Publication date 20 February 2026

Published in Probability, Uncertainty and Quantitative Risk (Search for Journal in Brave)

Full work available at URL https://doi.org/10.3934/PUQR.2024020

zbMATH Keywords

exponential growth BSDEsmarked point processesmean-reflected BSDEs

Mathematics Subject Classification ID

Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10)

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Cited in

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• Locally Lipschitz path dependent FBSDEs with unbounded terminal conditions in Brownian and Lévy settings

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