Multidimensional BSDE with Poisson jumps of Osgood type

• Autores: Yaya Sagna
• Localización: Applied Mathematics and Nonlinear Sciences, ISSN-e 2444-8656, Vol. 4, Nº. 2, 2019, págs. 387-394
• Idioma: inglés
• DOI: 10.2478/amns.2019.2.00034
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• Resumen

  • 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