Generalized BSDEs for time inhomogeneous Lévy processes under non-deterministic Lipschitz coefficient
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Publication:5886813
DOI10.37863/tsp-3130168706-50MaRDI QIDQ5886813
Publication date: 6 April 2023
Published in: Theory of Stochastic Processes (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.37863/tsp-3130168706-50
generalized backward stochastic differential equation; non-deterministic Lipschitz condition; Non-homogeneous Lévy process