Generalized BSDEs driven by RCLL martingales with stochastic monotone coefficients

Autor:	Badr Elmansouri, Mohamed El Otmani
Jazyk:	angličtina
Rok vydání:	2023
Předmět:	Generalized BSDEs with jumps RCLL martingale stochastic monotone coefficient Stochastic Lipschitz coefficient Yosida approximation Applied mathematics. Quantitative methods T57-57.97 Mathematics QA1-939
Zdroj:	Modern Stochastics: Theory and Applications, Vol 11, Iss 1, Pp 109-128 (2023)
Druh dokumentu:	article
ISSN:	2351-6046 2351-6054
DOI:	10.15559/23-VMSTA239
Popis:	A solution is given to generalized backward stochastic differential equations driven by a real-valued RCLL martingale on an arbitrary filtered probability space. The existence and uniqueness of a solution are proved via the Yosida approximation method when the generators are only stochastic monotone with respect to the y-variable and stochastic Lipschitz with respect to the z-variable, with different linear growth conditions.
Databáze:	Directory of Open Access Journals
Externí odkaz:	https://doaj.org/article/4bdbc00b90c045cf8be77174f8a4472d Zobrazit plný text záznamu View record in DOAJ