Stability of backward stochastic differential equations: the general Lipschitz case (Q6165206)
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scientific article; zbMATH DE number 7707104
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Stability of backward stochastic differential equations: the general Lipschitz case |
scientific article; zbMATH DE number 7707104 |
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Stability of backward stochastic differential equations: the general Lipschitz case (English)
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4 July 2023
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The authors obtain stability results for well-posed backward stochastic differential equations with jumps
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backward stochastic differential equations
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stability
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nonlinear martingale representations
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processes with jumps
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stochastically discontinuous martingales
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random time horizon
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stochastic Lipschitz generator
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