BSDE driven by a simple Lévy process with continuous coefficient
Author:
Publisher
Elsevier BV
Subject
Statistics, Probability and Uncertainty,Statistics and Probability
Reference17 articles.
1. Existence and uniqueness of solutions for BSDEs with locally Lipschitz coefficient;Bahlali;Electron. Comm. Probab.,2002
2. BSDE associated with Lévy processes and application to PDIE;Bahlali;J. Appl. Math. Stoch. Anal.,2003
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5. BSDEs with polynomial growth generators;Briand;J. Appl. Math. Stoch. Anal.,2000
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1. Backward Stochastic Differential Equations Driven by a Jump Markov Process with Continuous and Non-Necessary Continuous Generators;Fractal and Fractional;2022-06-15
2. BSDE driven by Poisson point processes with discontinuous coefficient;Journal of Mathematical Analysis and Applications;2013-10
3. Infinite Time Interval BSDEs Driven by a Lévy Process;Applied Mechanics and Materials;2011-02
4. Some Properties of BSDEs Driven by a Simple Lévy Process with Continuous Coeffcient;Applied Mechanics and Materials;2011-02
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