Quadratic BSDEs with jumps and related PIDEs
Author:
Affiliation:
1. Laboratory of Applied Mathematics, University of Biskra, Biskra, Algeria
2. College of Sciences, Mathematics Department, King Saud University, Riyadh, Kingdom of Saudi Arabia
Publisher
Informa UK Limited
Subject
Modeling and Simulation,Statistics and Probability
Link
https://www.tandfonline.com/doi/pdf/10.1080/17442508.2021.1935951
Reference35 articles.
1. Solutions of BSDE’s with jumps and quadratic/locally Lipschitz generator
2. Classical and Variational Differentiability of BSDEs with Quadratic Growth
3. Solvability of some quadratic BSDEs without exponential moments
4. Quadratic BSDE with $\mathbb{L}^{2}$-terminal data: Krylov’s estimate, Itô–Krylov’s formula and existence results
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4. Multidimensional Markovian BSDEs with Jumps and Continuous Generators;Axioms;2022-12-26
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