BSDE associated with Lévy processes and application to PDIE
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Publication:1812265
DOI10.1155/S1048953303000017zbMath1027.60057MaRDI QIDQ1812265
El Hassan Es-Saky, M'hamed Eddahbi, Khaled Bahlali
Publication date: 3 January 2004
Published in: Journal of Applied Mathematics and Stochastic Analysis (Search for Journal in Brave)
Full work available at URL: https://eudml.org/doc/50458
Lévy processesbackward stochastic differential equationsClark-Ocone formulaTeugel's martingalespartial differential integral equations
Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stochastic partial differential equations (aspects of stochastic analysis) (60H15)
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