BSDEs with general filtration driven by Lévy processes, and an application in stochastic controllability (Q1949129)
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scientific article; zbMATH DE number 6157683
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| English | BSDEs with general filtration driven by Lévy processes, and an application in stochastic controllability |
scientific article; zbMATH DE number 6157683 |
Statements
BSDEs with general filtration driven by Lévy processes, and an application in stochastic controllability (English)
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25 April 2013
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backward stochastic differential equations (BSDEs)
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Lévy processes
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transposition solution
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controllability
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BSDEs with general filtration
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stochastic linear control system
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martingale representation theorem
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fixed-point theorem
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Kalman-type rank condition
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Riesz representation theorem
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random jumps
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corresponding well-posedness
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0.8205897808074951
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0.7994699478149414
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0.7904688715934753
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0.7885264158248901
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