Multidimensional BSDE with Poisson jumps of Osgood type-Reference-Cited by-同舟云学术

Multidimensional BSDE with Poisson jumps of Osgood type

Published:2019-07-01 Issue:2 Volume:4 Page:387-394
ISSN:2444-8656
Container-title:Applied Mathematics and Nonlinear Sciences
language:en
Short-container-title:

Author:

Sagna Yaya¹

Affiliation:

1. LERSTAD, UFR de Sciences Appliquées et de Technologie , Université Gaston Berger , BP 234 , Saint-Louis , Senegal

Abstract

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.

Publisher

Walter de Gruyter GmbH

Subject

Applied Mathematics,Engineering (miscellaneous),Modeling and Simulation,General Computer Science

Link

https://www.sciendo.com/pdf/10.2478/AMNS.2019.2.00034

Reference9 articles.

1. Barles, G., Buckdahn, R., Pardoux, É., Backward stochastic differential equations and integral-partial differential equations, Stochastics and Stochastics Reports60, (1996), 57–83.

2. Fan, S., Jiang, L., Davison, M., Existence and uniqueness for multidimensional BSDEs with generators of Osgood type, Frontiers of Mathematics in China8, (2013), 811–824.

3. Mao, X., Adapted solution of Backward stochastic differential equations with non-Lipschitz coefficients, Stochastic Processes and their Applications58, (1997), 281–292.

4. Pardoux, É., Peng, S., Adapted solutions of backward stochastic differential equations, Systems and Control Letters14, (1997), 55–61.

5. Pardoux, É., Peng, S. Backward doubly stochastic differential equations and semilinear PDEs. Probability Theory and Related Fields98, (1994), 209–227.

Cited by 25 articles. 订阅此论文施引文献订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献

1. Integrated Neuro-Evolution-Based Computing Paradigm to Study the COVID-19 Transposition and Severity in Romania and Pakistan;International Journal of Computational Intelligence Systems;2022-09-17

2. Study on Interactive Relations between Enterprise Social Media and Decision Style Based on a vector Autoregressive Model;Applied Mathematics and Nonlinear Sciences;2022-07-15

3. USER-ORIENTED INTELLIGENCE MINING UNDER THE EXISTENCE OF SOLUTIONS TO INTEGRAL BOUNDARY VALUE PROBLEMS FOR FUZZY PARTIAL FRACTIONAL DIFFERENTIAL EQUATIONS;Fractals;2022-02-03

4. Research on motion capture of dance training pose based on statistical analysis of mathematical similarity matching;Applied Mathematics and Nonlinear Sciences;2021-11-22

5. Financing Risk Management and Control for High-technological Small and Medium Enterprises - under Nonlinear Differential Equation;Fractals;2021-09-30