Multidimensional BSDE with Poisson jumps of Osgood type
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.
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| Format: | Article |
| Language: | English |
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Sciendo
2019-10-01
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| Series: | Applied Mathematics and Nonlinear Sciences |
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| Online Access: | https://doi.org/10.2478/AMNS.2019.2.00034 |