BSDEs driven by time-changed Lévy noises with non-Lipschitz generators
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Publication:5078258
DOI10.1080/03610926.2017.1414263OpenAlexW2782532966MaRDI QIDQ5078258
Publication date: 23 May 2022
Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/03610926.2017.1414263
representation theoremexistence and uniquenessconverse comparison theoremnon-Lipschitz generatorBSDEs driven by time-changed Lévy noises
Related Items (2)
Lp (1 < p < 2) solutions of backward doubly stochastic differential equations with locally monotone coefficients ⋮ Lp solutions of general time interval BSDEs with generators satisfying a p-order weak stochastic-monotonicity condition
Cites Work
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- Representation theorems for generators of BSDEs with monotonic and convex growth generators
- BSDEs driven by time-changed Lévy noises and optimal control
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