BSDEs with jumps and two completely separated irregular barriers in a general filtration
نویسندگان
چکیده
منابع مشابه
BSDEs with jumps in a general filtration
In this paper, we show existence and uniqueness of the solution of a multidimensional backward stochastic differential equation (BSDE). The aim is to extend several results on BSDE (L solutions, jumps, monotonicity, terminal random time, etc.) without assumption on the filtration. Introduction The notion of nonlinear backward stochastic differential equations (BSDEs for short) was introduced by...
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ژورنال
عنوان ژورنال: Latin American Journal of Probability and Mathematical Statistics
سال: 2021
ISSN: 1980-0436
DOI: 10.30757/alea.v18-28