{"title":"非确定性Lipschitz系数下时间非齐次lsamvy过程的广义BSDEs","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":"{\"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}","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}
Generalized BSDEs for time inhomogeneous Lévy processes under non-deterministic Lipschitz coefficient
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.
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