| Article ID | Journal | Published Year | Pages | File Type |
|---|---|---|---|---|
| 1154034 | Statistics & Probability Letters | 2008 | 7 Pages |
Abstract
In this paper, we study the solution of a backward stochastic differential equation driven by a simple Lévy process. We show the existence of a (minimal) solution when the coefficient is continuous with linear growth, or left continuous increasing and bounded.
Related Topics
Physical Sciences and Engineering
Mathematics
Statistics and Probability
Authors
Mohamed El Otmani,