Pages that link to "Item:Q1580627"

The following pages link to On solutions of backward stochastic differential equations with jumps, with unbounded stopping times as terminal and with non-Lipschitz coefficients, and probabilistic interpretation of quasi-linear elliptic type integro-differential equations (Q1580627):

Displaying 2 items.

• The adapted solution and comparison theorem for backward stochastic differential equations with Poisson jumps and applications (Q936592) (← links)
• On solutions of backward stochastic differential equations with jumps and applications (Q1382509) (← links)