Quadratic BSDEs with jumps and related PIDEs
DOI10.1080/17442508.2021.1935951zbMath1497.60079OpenAlexW3170034984MaRDI QIDQ5086911
M'hamed Eddahbi, Imène Madoui, Nabil Khelfallah
Publication date: 8 July 2022
Published in: Stochastics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/17442508.2021.1935951
comparison principleviscosity solutionsPoisson random measurepartial integro-differential equationsItô-Krylov's formulaquadratic backward stochastic differential equations with jump
Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Applications of stochastic analysis (to PDEs, etc.) (60H30) Martingales with continuous parameter (60G44)
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