$$L^p$$ L p solution of backward stochastic differential equations driven by a marked point process
Author:
Publisher
Springer Science and Business Media LLC
Subject
Applied Mathematics,Control and Optimization,Signal Processing,Control and Systems Engineering
Link
http://link.springer.com/content/pdf/10.1007/s00498-018-0230-4.pdf
Reference49 articles.
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5. Bandini E (2015) Existence and uniqueness for backward stochastic differential equations driven by a random measure, possibly non quasi-left continuous. Electron Commun Probab 20
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