BSDEs with monotone generator driven by time-changed Lévy noises
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Publication:1629857
DOI10.1186/s13662-017-1278-zzbMath1422.60104OpenAlexW2741868770WikidataQ59524664 ScholiaQ59524664MaRDI QIDQ1629857
Publication date: 7 December 2018
Published in: Advances in Difference Equations (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1186/s13662-017-1278-z
existence and uniquenessbackward stochastic differential equationmonotone generatortime-changed Lévy noise
Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stochastic systems in control theory (general) (93E03) Stochastic integrals (60H05)
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