On the well‐posedness of coupled forward–backward stochastic differential equations driven by Teugels martingales

Autor:	Dalila Guerdouh, Nabil Khelfallah, Brahim Mezerdi
Rok vydání:	2020
Předmět:	Stochastic differential equation General Mathematics General Engineering Applied mathematics Forward backward Lévy process Well posedness Mathematics
Zdroj:	Mathematical Methods in the Applied Sciences. 43:10296-10318
ISSN:	1099-1476 0170-4214
DOI:	10.1002/mma.6696
Databáze:	OpenAIRE
Externí odkaz:	https://explore.openaire.eu/search/publication?articleId=doi_________::7e563fd2bb0395b16d938f56bfabcb9c https://doi.org/10.1002/mma.6696 Zobrazit plný text záznamu Plný text