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pro vyhledávání: '"Imène Madoui"'
Publikováno v:
Axioms, Vol 12, Iss 1, p 26 (2022)
We deal with a multidimensional Markovian backward stochastic differential equation driven by a Poisson random measure and independent Brownian motion (BSDEJ for short). As a first result, we prove, under the Lipschitz condition, that the BSDEJ’s a
Externí odkaz:
https://doaj.org/article/05e7612aa0e24c31b35df4a57e69a1b3
Publikováno v:
Stochastics. 94:386-414
In this paper we are interested to solve a class of quadratic BSDEs with jumps (QBSDEJs for short) of the following form: Yt=ξ+∫tTH(Ys,Zs,Us(⋅))ds−∫tTZsdWs−∫tT∫EUs(e)N~(ds,de), Herein, the terminal...
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::f75607e8b5f5567b52853485a2a87173
https://doi.org/10.1080/17442508.2021.1935951
https://doi.org/10.1080/17442508.2021.1935951
Autor:
Eddahbi, Mhamed1 (AUTHOR), Almualim, Anwar1 (AUTHOR) aalmualem@ksu.edu.sa, Khelfallah, Nabil2 (AUTHOR), Madoui, Imène2 (AUTHOR)
Publikováno v:
Axioms (2075-1680). Jan2023, Vol. 12 Issue 1, p26. 22p.
Publikováno v:
Stochastics: An International Journal of Probability & Stochastic Processes; May2022, Vol. 94 Issue 3, p386-414, 29p