Adapted solution to BSDEs with Poisson jumps under non-growth conditions

zbMATH Open1240.60160MaRDI QIDQ3170170FDOQ3170170

Ning-Mao Xia, Yan Qin

Publication date: 29 September 2011

zbMATH Keywords

stabilitybackward stochastic differential equationexistence and uniquenessnon-growth condition

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Ordinary differential equations and systems with randomness (34F05)

Cited In (1)

• Variational approach for the adapted solution of the general backward stochastic differential equations under the Bihari condition

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