Locally Lipschitz BSDE with jumps and related Kolmogorov equation

DOI10.1142/S0219493722500216zbMath1498.60191OpenAlexW4224301623MaRDI QIDQ5038448

Publication date: 30 September 2022

Published in: Stochastics and Dynamics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1142/s0219493722500216

zbMATH Keywords

backward stochastic differential equations Kolmogorov equation random measure jump Markov process

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10)

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