scientific article; zbMATH DE number 2145708

MaRDI QIDQ4658019zbMATH OpenFDO

Authors Rong Situ, Yan Yang

Publication date 14 March 2005

zbMATH Keywords

Girsanov theoremGronwall's inequalityItô's formulabackward stochastic differential equation (BSDE) with jumps

Mathematics Subject Classification ID

Inequalities; stochastic orderings (60E15) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Martingales with continuous parameter (60G44)

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