{"title":"Generalized BSDEs for time inhomogeneous Lévy processes under non-deterministic Lipschitz coefficient","authors":"M. El Jamali","doi":"10.37863/tsp-3130168706-50","DOIUrl":null,"url":null,"abstract":"\nIn this paper, we study the generalized backward stochastic differential equations driven by inhomogeneous Lévy processes (GBSDELs in short).\nWe establish the existence and uniqueness of solution by using Picard's iteration setting under non-deterministic Lipschitz and monotone condition.\n","PeriodicalId":38143,"journal":{"name":"Theory of Stochastic Processes","volume":"46 1","pages":""},"PeriodicalIF":0.0000,"publicationDate":"2022-12-27","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"0","resultStr":null,"platform":"Semanticscholar","paperid":null,"PeriodicalName":"Theory of Stochastic Processes","FirstCategoryId":"1085","ListUrlMain":"https://doi.org/10.37863/tsp-3130168706-50","RegionNum":0,"RegionCategory":null,"ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"Q4","JCRName":"Mathematics","Score":null,"Total":0}
引用次数: 0
Abstract
In this paper, we study the generalized backward stochastic differential equations driven by inhomogeneous Lévy processes (GBSDELs in short).
We establish the existence and uniqueness of solution by using Picard's iteration setting under non-deterministic Lipschitz and monotone condition.
京公网安备 11010802042870号
京ICP备2023020795号-1
分享
求助内容：
应助结果提醒方式：
扫码关注我们
