Backward stochastic differential equations with jumps and related nonlinear expectations

DOI10.1016/j.spa.2006.02.009zbMath1110.60062MaRDI QIDQ855683

Manuela Royer

Publication date: 7 December 2006

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.spa.2006.02.009

zbMATH Keywords

monotonicity; decomposition theorems; comparison theorems; additivity; inverse theorems; martingale properties

Mathematics Subject Classification ID

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

60H30: Applications of stochastic analysis (to PDEs, etc.)

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