Predictable representation for time inhomogeneous Lévy processes and BSDEs
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DOI: 10.1007/s13370-019-00677-0
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… read more here.
Keywords: representation; processes bsdes; inhomogeneous processes; predictable representation ... See more keywords