کد مقاله کد نشریه سال انتشار مقاله انگلیسی نسخه تمام متن
4616631 1339355 2013 8 صفحه PDF دانلود رایگان
عنوان انگلیسی مقاله ISI
BSDE driven by Poisson point processes with discontinuous coefficient
موضوعات مرتبط
مهندسی و علوم پایه ریاضیات آنالیز ریاضی
پیش نمایش صفحه اول مقاله
BSDE driven by Poisson point processes with discontinuous coefficient
چکیده انگلیسی

In this paper, we deal with the one-dimensional backward stochastic differential equation (BSDE) driven by Poisson processes. By means of the comparison theorem, we first prove the existence of a (minimal) solution for BSDE where the coefficient is continuous and satisfies an improved linear growth assumption. Then we extend the result to the case where the coefficient is left or right continuous.

ناشر
Database: Elsevier - ScienceDirect (ساینس دایرکت)
Journal: Journal of Mathematical Analysis and Applications - Volume 406, Issue 2, 15 October 2013, Pages 365–372
نویسندگان
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