The aim of this paper is to give the predictable representation property associated with Lévy process in the non-homogeneous case. In this latter, we establish the existence and uniqueness of… Click to show full abstract
The aim of this paper is to give the predictable representation property associated with Lévy process in the non-homogeneous case. In this latter, we establish the existence and uniqueness of solution for the Backward Stochastic Differential Equations and its relation with Partial integro-differential equations.
Keywords:
representation;
processes bsdes;
inhomogeneous processes;
predictable representation;
representation time;
time inhomogeneous
Journal Title: Afrika Matematika
Year Published: 2019
Link to full text (if available)
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Journal Title: Afrika Matematika
Year Published: 2019
Link to full text (if available)
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recommendations!