Article
Multidimensional BSDE with Poisson jumps of Osgood type
Authors
Abstract
This paper is devoted to solve a multidimensional backward stochastic differential equation with jumps in finite time horizon. Under linear growth generator, we prove existence and uniqueness of solution.
Keywords
Backward stochastic differential equation, random Poisson measure, 60H05, 60G44
Citation
Sagna, Y. (2019). Multidimensional BSDE with poisson jumps of osgood type. Applied Mathematics and Nonlinear Sciences, 4(2), 387–394. https://doi.org/10.2478/AMNS.2019.2.00034
Y. Sagna, “Multidimensional BSDE with poisson jumps of osgood type,” Applied Mathematics and Nonlinear Sciences, vol. 4, no. 2, pp. 387–394, 2019, doi: 10.2478/AMNS.2019.2.00034.
Sagna Y. Multidimensional BSDE with poisson jumps of osgood type. Applied Mathematics and Nonlinear Sciences. 2019;4(2):387–394. doi:10.2478/AMNS.2019.2.00034.
Sagna, Y. (2019), ‘Multidimensional BSDE with poisson jumps of osgood type’, Applied Mathematics and Nonlinear Sciences, 4(2), pp. 387–394. Available at: https://doi.org/10.2478/AMNS.2019.2.00034.
Sagna, Yaya. “Multidimensional BSDE with Poisson Jumps of Osgood Type.” Applied Mathematics and Nonlinear Sciences, vol. 4, no. 2, 2019, pp. 387–394. https://doi.org/10.2478/AMNS.2019.2.00034.
Sagna, Yaya. “Multidimensional BSDE with Poisson Jumps of Osgood Type.” Applied Mathematics and Nonlinear Sciences 4, no. 2 (2019): 387–394. https://doi.org/10.2478/AMNS.2019.2.00034.
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Published by: Engineering Journals
