Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
4616631 | Journal of Mathematical Analysis and Applications | 2013 | 8 Pages |
Abstract
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.
Related Topics
Physical Sciences and Engineering
Mathematics
Analysis
Authors
Yan Qin, Ning-Mao Xia,