Backward Stochastic Differential Equations Driven by a Jump Markov Process with Continuous and Non-Necessary Continuous Generators

We deal with backward stochastic differential equations driven by a pure jump Markov process and an independent Brownian motion (BSDEJs for short). We start by proving the existence and uniqueness of the solutions for this type of equation and present a comparison of the solutions in the case of Lip...

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מידע ביבליוגרפי

Principais autores:	Khaoula Abdelhadi, Mhamed Eddahbi, Nabil Khelfallah, Anwar Almualim
פורמט:	Artigo
שפה:	Inglês
יצא לאור:	MDPI AG 2022-06-01
סדרה:	Fractal and Fractional
נושאים:	backward stochastic differential equations jump Markov process comparison principle quadratic BSDE with jumps
גישה מקוונת:	https://www.mdpi.com/2504-3110/6/6/331
תגים:	הוספת תג אין תגיות, היה/י הראשונ/ה לתייג את הרשומה!