Multidimensional Markovian BSDEs with Jumps and Continuous Generators
Sign Up to like & getrecommendations! Published in 2022 at "Axioms"
DOI: 10.3390/axioms12010026
Abstract: We deal with a multidimensional Markovian backward stochastic differential equation driven by a Poisson random measure and independent Brownian motion (BSDEJ for short). As a first result, we prove, under the Lipschitz condition, that the… read more here.
Keywords: jumps continuous; multidimensional markovian; markovian bsdes; continuous generators ... See more keywords