<abstract xmlns="http://www.w3.org/1999/xhtml">

<p>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.</p>
</abstract>

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.

Multidimensional BSDE with Poisson jumps of Osgood type

LERSTAD, UFR de Sciences Appliquées et de Technologie

Applied Mathematics and Nonlinear Sciences

This work is licensed under the Creative Commons Attribution 4.0 Public License.

{"article-title":"Multidimensional BSDE with Poisson jumps of Osgood type"}

This paper is devoted to solve a multidimensional backward stochastic differential equation with jumps in finite time horizon. Under linear growth generator,...

Multidimensional BSDE with Poisson jumps of Osgood type

Publicado en línea: 01 oct 2019

Páginas: 387 - 394

Recibido: 03 abr 2019

Aceptado: 13 may 2019

DOI: https://doi.org/10.2478/AMNS.2019.2.00034

Palabras clave
Backward stochastic differential equation, random Poisson measure

© 2019 Yaya Sagna, published by Sciendo

This work is licensed under the Creative Commons Attribution 4.0 Public License.

Multidimensional BSDE with Poisson jumps of Osgood type

Publicado en línea: 01 oct 2019

Páginas: 387 - 394

Recibido: 03 abr 2019

Aceptado: 13 may 2019

DOI: https://doi.org/10.2478/AMNS.2019.2.00034

Palabras claveBackward stochastic differential equation, random Poisson measure

© 2019 Yaya Sagna, published by Sciendo

This work is licensed under the Creative Commons Attribution 4.0 Public License.

Palabras clave
Backward stochastic differential equation, random Poisson measure