Generalized BSDEs for time inhomogeneous Lévy processes under non-deterministic Lipschitz coefficient

DOI10.37863/TSP-3130168706-50OpenAlexW4312207121MaRDI QIDQ5886813

M. El Jamali

Publication date: 6 April 2023

Published in: Theory of Stochastic Processes (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.37863/tsp-3130168706-50

zbMATH Keywords

generalized backward stochastic differential equationnon-deterministic Lipschitz conditionNon-homogeneous Lévy process

Mathematics Subject Classification ID

Generalized stochastic processes (60G20) Stochastic integrals (60H05)

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