On the well‐posedness of coupled forward–backward stochastic differential equations driven by Teugels martingales

DOI10.1002/mma.6696zbMath1456.60146arXiv1701.08396OpenAlexW3040757141MaRDI QIDQ5143520

Brahim Mezerdi, Nabil Khelfallah, Dalila Guerdouh

Publication date: 12 January 2021

Published in: Mathematical Methods in the Applied Sciences (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1701.08396

zbMATH Keywords

Lévy processforward-backward stochastic differential equationsTeugels martingale

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10)

Related Items (1)

A sufficient condition for optimal control problem of fully coupled forward‐backward stochastic systems with jumps: A state‐constrained control approach

This page was built for publication: On the well‐posedness of coupled forward–backward stochastic differential equations driven by Teugels martingales