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Predictable representation for time inhomogeneous Lévy processes and BSDEs - MaRDI portal

Predictable representation for time inhomogeneous Lévy processes and BSDEs (Q2322283)

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Predictable representation for time inhomogeneous Lévy processes and BSDEs
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    Predictable representation for time inhomogeneous Lévy processes and BSDEs (English)
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    4 September 2019
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    predictable representation theorem
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    non-homogeneous Lévy process
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    BSDE
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    partial integro-differential equations
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