Comparison theorem for Brownian multidimensional BSDEs via jump processes

DOI10.1016/j.crma.2011.03.012zbMath1218.60050OpenAlexW2015404531MaRDI QIDQ533992

Idris Kharroubi

Publication date: 10 May 2011

Published in: Comptes Rendus. Mathématique. Académie des Sciences, Paris (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.crma.2011.03.012

zbMATH Keywords

comparison theorembackward stochastic differential equationPoisson random measure

Mathematics Subject Classification ID

Related Items (1)

Anticipated backward stochastic differential equations with jumps under the non-Lipschitz condition

Cites Work

• Backward stochastic differential equations with jumps and related nonlinear expectations
• Viability property for a backward stochastic differential equation and applications to partial differential equations
• On the comparison theorem for multidimensional BSDEs
• A Generalized dynamic programming principle and hamilton-jacobi-bellman equation

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