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Multidimensional BSDE with Poisson jumps of Osgood type

   | 01 oct 2019

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This paper is devoted to solve a multidimensional backward stochastic differential equation with jumps in finite time horizon. Under linear growth generator, we prove existence and uniqueness of solution.

eISSN:
2444-8656
Idioma:
Inglés
Calendario de la edición:
Volume Open
Temas de la revista:
Life Sciences, other, Mathematics, Applied Mathematics, General Mathematics, Physics