The identification problem for BSDEs driven by possibly non-quasi-left-continuous random measures

DOI10.1142/S0219493720400110zbMath1456.60224arXiv2001.09014OpenAlexW3096252581MaRDI QIDQ5133924

Francesco Russo, Elena Bandini

Publication date: 11 November 2020

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

Full work available at URL: https://arxiv.org/abs/2001.09014

zbMATH Keywords

identification problempiecewise deterministic Markov processesBSDEsweak Dirichlet processesmartingale problem with jumps and distributional driftnon-quasi-left-continuous random measure

Mathematics Subject Classification ID

Applications of stochastic analysis (to PDEs, etc.) (60H30) Random measures (60G57) Jump processes on general state spaces (60J76)

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