Forward-backward SDEs driven by Lévy process in stopping time duration

DOI10.1007/s40304-017-0105-xzbMath1372.60121OpenAlexW2623743277MaRDI QIDQ2408500

Dalila Guerdouh, Nabil Khelfallah

Publication date: 12 October 2017

Published in: Communications in Mathematics and Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s40304-017-0105-x

zbMATH Keywords

stopping timeLévy processforward-backward stochastic differential equationsTeugels martingale

Mathematics Subject Classification ID

Applications of stochastic analysis (to PDEs, etc.) (60H30)

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