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Backward Stochastic Differential Equations Associated to a Symmetric Markov Process

✍ Scribed by V. Bally; E. Pardoux; L. Stoica


Publisher
Springer Netherlands
Year
2005
Tongue
English
Weight
325 KB
Volume
22
Category
Article
ISSN
0926-2601

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✍ Qing Zhou; Yong Ren; Weixing Wu πŸ“‚ Article πŸ“… 2011 πŸ› Elsevier Science 🌐 English βš– 261 KB

In this paper, we prove the existence and uniqueness of the solution for a class of backward stochastic partial differential equations (BSPDEs, for short) driven by the Teugels martingales associated with a LΓ©vy process satisfying some moment conditions and by an independent Brownian motion. An exam