INFORMAZIONI SU QUESTO ARTICOLO
Pubblicato online: 01 ott 2019
Pagine: 387 - 394
Ricevuto: 03 apr 2019
Accettato: 13 mag 2019
DOI: https://doi.org/10.2478/AMNS.2019.2.00034
Parole chiave
© 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.