Multidimensional BSDE with Poisson jumps in finite time horizon

zbMATH Open1354.60063MaRDI QIDQ728059FDOQ728059

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

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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)

Cited In (2)

• Existence and uniqueness results for BSDE with jumps: the whole nine yards
• BSDEs with jumps and finite or infinite time horizon

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