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[Formula: see text] -Solutions and Comparison Results for Lévy-Driven Backward Stochastic Differential Equations in a Monotonic, General Growth Setting

We present a unified approach to [Formula: see text] -solutions ([Formula: see text] ) of multidimensional backward stochastic differential equations (BSDEs) driven by Lévy processes and more general filtrations. New existence, uniqueness and comparison results are obtained. The generator functions...

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Detalles Bibliográficos
Autores principales:	Kremsner, Stefan, Steinicke, Alexander
Formato:	Online Artículo Texto
Lenguaje:	English
Publicado:	Springer US 2020
Materias:	Article
Acceso en línea:	https://www.ncbi.nlm.nih.gov/pmc/articles/PMC8831283/ https://www.ncbi.nlm.nih.gov/pubmed/35221486 http://dx.doi.org/10.1007/s10959-020-01056-3

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