Existence, uniqueness and comparison results for BSDEs with Lévy jumps in an extended monotonic generator setting

We show that the comparison results for a backward SDE with jumps established in Royer (Stoch. Process. Appl 116: 1358–1376, 2006) and Yin and Mao (J. Math. Anal. Appl 346: 345–358, 2008) hold under more simplified conditions. Moreover, we prove existence and uniqueness allowing the coefficients in...

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Detalles Bibliográficos
Autores principales: Geiss, Christel, Steinicke, Alexander
Formato: Online Artículo Texto
Lenguaje:English
Publicado: Springer Singapore 2018
Materias:
Research
Acceso en línea:https://www.ncbi.nlm.nih.gov/pmc/articles/PMC6421634/
https://www.ncbi.nlm.nih.gov/pubmed/30956888
http://dx.doi.org/10.1186/s41546-018-0034-y

Internet

https://www.ncbi.nlm.nih.gov/pmc/articles/PMC6421634/
https://www.ncbi.nlm.nih.gov/pubmed/30956888
http://dx.doi.org/10.1186/s41546-018-0034-y

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