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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...
| Autores principales: | , |
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| Formato: | Online Artículo Texto |
| Lenguaje: | English |
| Publicado: |
Springer Singapore
2018
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| 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 |