Quadratic BSDEs with jumps: a fixed-point approach

DOI10.1214/EJP.v20-3363zbMath1321.60129arXiv1208.5581MaRDI QIDQ2515933

Dylan Possamaï, Chao Zhou, Nabil Kazi-Tani

Publication date: 7 August 2015

Published in: Electronic Journal of Probability (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1208.5581

zbMATH Keywords

jumpsbackward stochastic differential equationsfixed-point theoremquadratic growth

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Applications of stochastic analysis (to PDEs, etc.) (60H30)

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