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Publicado en línea: 01 oct 2019
Páginas: 387 - 394
Recibido: 03 abr 2019
Aceptado: 13 may 2019
DOI: https://doi.org/10.2478/AMNS.2019.2.00034
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© 2019 Yaya Sagna, published by Sciendo
This work is licensed under the Creative Commons Attribution 4.0 Public License.
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.