Generalized BSDE for Lévy processes under stochastic monotone conditions

zbMath1195.60086MaRDI QIDQ971468

Zhenyun Xie, Ning-Mao Xia

Publication date: 14 May 2010

Published in: Indian Journal of Pure \& Applied Mathematics (Search for Journal in Brave)

zbMATH Keywords

existence and uniquenessLévy processTeugels martingalesgeneralized backward stochastic differential equationstochastic monotone

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Martingales with continuous parameter (60G44)

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