Multidimensional BSDE with Poisson jumps in finite time horizon

zbMath1354.60063MaRDI QIDQ728059

Ahmadou Bamba Sow, Yaya Sagna

Publication date: 21 December 2016

Published in: African Diaspora Journal of Mathematics (Search for Journal in Brave)

Full work available at URL: https://projecteuclid.org/euclid.adjm/1473854195

zbMATH Keywords

backward stochastic differential equationsrandom Poisson measure

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Martingales with continuous parameter (60G44) Stochastic integrals (60H05) Random measures (60G57)

This page was built for publication: Multidimensional BSDE with Poisson jumps in finite time horizon