Finite and infinite time interval of BDSDEs driven by Lévy processes
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Publication:352778
zbMath1401.60104MaRDI QIDQ352778
Ibrahima Faye, Ahmadou Bamba Sow
Publication date: 5 July 2013
Published in: African Diaspora Journal of Mathematics (Search for Journal in Brave)
Full work available at URL: https://projecteuclid.org/euclid.adjm/1351864737
Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Martingales with continuous parameter (60G44) Stochastic integrals (60H05)
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Discontinuous backward doubly stochastic differential equations with Poisson jumps ⋮ Penalization method for reflected BDSDEs with two-sided jumps and driven by Lévy process ⋮ Multidimensional BSDE with Poisson jumps of Osgood type ⋮ BDSDE with Poisson jumps under stochastic Lipschitz and linear growth conditions
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