A comparison theorem for backward SPDEs with jumps

DOI10.1142/9789814596534_0023zbMath1336.60123arXiv1402.4244OpenAlexW2303355391MaRDI QIDQ2800250

Agnès Sulem, Tu-Sheng Zhang, Bernt Øksendal

Publication date: 15 April 2016

Published in: Festschrift Masatoshi Fukushima (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1402.4244

zbMATH Keywords

comparison theorembackward stochastic partial differential equationsconvex risk measures

Mathematics Subject Classification ID

Financial applications of other theories (91G80) Stochastic partial differential equations (aspects of stochastic analysis) (60H15)

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