Lp solutions of backward stochastic differential equations with jumps

Author:

Yao Song

Publisher

Elsevier BV

Subject

Applied Mathematics,Modeling and Simulation,Statistics and Probability

Reference58 articles.

1. Credit risk premia and quadratic BSDEs with a single jump;Ankirchner;Int. J. Theor. Appl. Finance,2010

2. Coherent measures of risk;Artzner;Math. Finance,1999

3. BSDE associated with Lévy processes and application to PDIE;Bahlali;J. Appl. Math. Stochastic Anal.,2003

4. Existence and uniqueness for BSDEs driven by a general random measure, possibly non quasi-left-continuous;Bandini;Electron. Commun. Probab.,2015

5. Backward stochastic differential equations and integral-partial differential equations;Barles;Stoch. Stoch. Rep.,1997

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