Multidimensional BSDE with Poisson jumps of Osgood type

DOI10.2478/AMNS.2019.2.00034MaRDI QIDQ2690851

Yaya Sagna

Publication date: 17 March 2023

Published in: Applied Mathematics and Nonlinear Sciences (Search for Journal in Brave)

zbMATH Keywords

backward stochastic differential equationrandom Poisson measure

Mathematics Subject Classification ID

Martingales with continuous parameter (60G44) Stochastic integrals (60H05)

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Cites Work

• Finite and infinite time interval of BDSDEs driven by Lévy processes
• Existence and uniqueness result for multidimensional BSDEs with generators of Osgood type
• Adapted solution of a backward stochastic differential equation
• Backward stochastic differential equations with jumps and related nonlinear expectations
• Backward doubly stochastic differential equations and systems of quasilinear SPDEs
• Adapted solutions of backward stochastic differential equations with non- Lipschitz coefficients
• Backward stochastic differential equations and integral-partial differential equations
• Necessary Conditions for Optimal Control of Stochastic Systems with Random Jumps
• Unnamed Item

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