Multidimensional BSDE with Poisson jumps of Osgood type

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

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.