Stability of backward stochastic differential equations: the general Lipschitz case
From MaRDI portal
Publication:6165206
DOI10.1214/23-ejp939zbMath1520.60050arXiv2107.11048OpenAlexW4362647926MaRDI QIDQ6165206
Alexandros Saplaouras, Dylan Possamaï, Antonis Papapantoleon
Publication date: 4 July 2023
Published in: Electronic Journal of Probability (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/2107.11048
stabilitybackward stochastic differential equationsprocesses with jumpsrandom time horizonstochastic Lipschitz generatorstochastically discontinuous martingalesnonlinear martingale representations
Stochastic integrals (60H05) Stochastic integral equations (60H20) Jump processes on general state spaces (60J76)
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