Generalized BSDEs driven by RCLL martingales with stochastic monotone coefficients

DOI10.15559/23-VMSTA239MaRDI QIDQ6494477

Mohamed El Otmani, Badr Elmansouri

Publication date: 30 April 2024

Published in: Modern Stochastics. Theory and Applications (Search for Journal in Brave)

zbMATH Keywords

Yosida approximationstochastic Lipschitz coefficientRCLL martingalegeneralized BSDEs with jumpsstochastic monotone coefficient

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)

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