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)

zbMATH Keywords

marked point processesexponential growth BSDEsmean-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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