Some existence results for advanced backward stochastic differential equations with a jump time
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Publication:4606386
DOI10.1051/proc/201756088zbMath1383.60047MaRDI QIDQ4606386
Nacira Agram, Thomas Lim, Monique Jeanblanc-Picqué
Publication date: 7 March 2018
Published in: ESAIM: Proceedings and Surveys (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1051/proc/201756088
Brownian motion; backward stochastic differential equations; Brownian filtration; single jump process
60H10: Stochastic ordinary differential equations (aspects of stochastic analysis)
60J65: Brownian motion