Generalized backward stochastic differential equations with jumps in a general filtration

DOI10.1515/rose-2023-2007OpenAlexW4385240023MaRDI QIDQ6073714

Badr Elmansouri, Mohamed El Otmani

Publication date: 18 September 2023

Published in: Random Operators and Stochastic Equations (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1515/rose-2023-2007

zbMATH Keywords

jumpsrandom measuregeneral filtrationgeneralized backward stochastic differential equation

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Applications of stochastic analysis (to PDEs, etc.) (60H30) Ordinary differential equations and systems with randomness (34F05) Stochastic integrals (60H05) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) PDEs with randomness, stochastic partial differential equations (35R60) Stochastic integral equations (60H20)

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• Backward equations, stochastic control and zero-sum stochastic differential games

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