scientific article; zbMATH DE number 2145708

zbMATH Open1070.60039MaRDI QIDQ4658019FDOQ4658019

Authors: Rong Situ, Yan Yang 

Publication date: 14 March 2005

Title of this publication is not available (Why is that?)

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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)

Cited In (2)

• Continuous properties of \(g\)-martingales
• Title not available (Why is that?)

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