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zbMath1306.60072MaRDI QIDQ2879480

Ahmadou Bamba Sow, Aboubakary Diakhaby, Ibrahima Faye

Publication date: 2 September 2014

Full work available at URL: http://www.math.uni.wroc.pl/~pms/publicationsArticle.php?nr=33.1&nrA=4&ppB=65&ppE=77

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

backward stochastic differential equation Poisson random measure Doléans-Dade exponential

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Martingales with continuous parameter (60G44) Stochastic integrals (60H05)

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