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Applied Mathematics and Nonlinear Sciences
Volume 4 (2019): Issue 2 (July 2019)
Open Access
Multidimensional BSDE with Poisson jumps of Osgood type
Yaya Sagna
Yaya Sagna
LERSTAD, UFR de Sciences Appliquées et de Technologie, Université Gaston Berger
Saint-Louis, Senegal
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Sagna, Yaya
Oct 01, 2019
Applied Mathematics and Nonlinear Sciences
Volume 4 (2019): Issue 2 (July 2019)
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Published Online:
Oct 01, 2019
Page range:
387 - 394
Received:
Apr 03, 2019
Accepted:
May 13, 2019
DOI:
https://doi.org/10.2478/AMNS.2019.2.00034
Keywords
Backward stochastic differential equation
,
random Poisson measure
© 2019 Yaya Sagna, published by Sciendo
This work is licensed under the Creative Commons Attribution 4.0 Public License.