Affiliation:
1. Heibei Polytechnic University
2. Hebei Polytechnic University
Abstract
In this paper, we mainly study the properties of solutions of backward stochastic differential equations (BSDEs) driven by a simple Lévy process, whose coefficient coeffcient is continuous with linear growth. A comparison theorem for solutions of the equations are obtained, we also show the equation has either one or uncountably many solutions.
Publisher
Trans Tech Publications, Ltd.