Locally Lipschitz BSDE with jumps and related Kolmogorov equation (Q5038448)
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scientific article; zbMATH DE number 7595267
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Locally Lipschitz BSDE with jumps and related Kolmogorov equation |
scientific article; zbMATH DE number 7595267 |
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Locally Lipschitz BSDE with jumps and related Kolmogorov equation (English)
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30 September 2022
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backward stochastic differential equations
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jump Markov process
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random measure
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Kolmogorov equation
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