The adapted solution and comparison theorem for backward stochastic differential equations with Poisson jumps and applications
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Publication:936592
DOI10.1016/j.jmaa.2008.05.072zbMath1157.60061OpenAlexW2045068311MaRDI QIDQ936592
Publication date: 19 August 2008
Published in: Journal of Mathematical Analysis and Applications (Search for Journal in Brave)
Full work available at URL: https://strathprints.strath.ac.uk/13866/1/165redactYin_Mao_JMAA.pdf
viscosity solutioncomparison theoremFeynman-Kac formulabackward stochastic differential equationBSDE backward stochastic differential equationBSDE with jumpsPDIEPDIE solution
Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Random measures (60G57) Stochastic integral equations (60H20)
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Cites Work
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