Quadratic BSDEs with jumps and related PIDEs (Q5086911)

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scientific article; zbMATH DE number 7554290
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Quadratic BSDEs with jumps and related PIDEs
scientific article; zbMATH DE number 7554290

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    Quadratic BSDEs with jumps and related PIDEs (English)
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    8 July 2022
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    quadratic backward stochastic differential equations with jump
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    Poisson random measure
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    Itô-Krylov's formula
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    comparison principle
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    partial integro-differential equations
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    viscosity solutions
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