Multidimensional BSDE with Poisson jumps in finite time horizon

MaRDI QIDQ728059zbMATH OpenFDO

Authors Yaya Sagna, Ahmadou B. Sow

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

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

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(2)

• Existence and uniqueness results for BSDE with jumps: the whole nine yards
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