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

zbMATH Open1240.60160MaRDI QIDQ3170170FDOQ3170170

Authors: Yan Qin, Ning-Mao Xia 

Publication date: 29 September 2011

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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 (4)

• On solutions and comparison theorems of infinite horizon forward-backward stochastic differential equations with Poisson jumps
• An adapted solution of a class of BSDE
• Solution to BSDE with nonhomogeneous jumps under locally Lipschitzian condition
• Variational approach for the adapted solution of the general backward stochastic differential equations under the Bihari condition

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