<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

Data publikacji: 01 paź 2019

Zakres stron: 387 - 394

Otrzymano: 03 kwi 2019

Przyjęty: 13 maj 2019

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

Słowa kluczowe
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

Data publikacji: 01 paź 2019

Zakres stron: 387 - 394

Otrzymano: 03 kwi 2019

Przyjęty: 13 maj 2019

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

Słowa kluczoweBackward 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.

Słowa kluczowe
Backward stochastic differential equation, random Poisson measure