Predictable representation for time inhomogeneous Lévy processes and BSDEs
DOI10.1007/s13370-019-00677-0zbMath1438.60063OpenAlexW2919205760MaRDI QIDQ2322283
Mohamed El Jamali, Mohamed El Otmani
Publication date: 4 September 2019
Published in: Afrika Matematika (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s13370-019-00677-0
partial integro-differential equationsBSDEpredictable representation theoremnon-homogeneous Lévy process
Processes with independent increments; Lévy processes (60G51) Applications of stochastic analysis (to PDEs, etc.) (60H30) Stochastic integrals (60H05) Stochastic partial differential equations (aspects of stochastic analysis) (60H15)
Related Items (2)
Cites Work
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