Existence, uniqueness and comparison results for BSDEs with Lévy jumps in an extended monotonic generator setting

Christel Geiss1, Alexander Steinicke2

  • 11University of Jyvaskyla, Department of Mathematics and Statistics, P.O. Box 35, Jyvaskyla, 40014 Finland.

Probability, Uncertainty and Quantitative Risk
|April 9, 2019
PubMed

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