BSDE driven by a simple Lévy process with continuous coefficient

In this paper, we study the solution of a backward stochastic differential equation driven by a simple Lévy process. We show the existence of a (minimal) solution when the coefficient is continuous with linear growth, or left continuous increasing and bounded.

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Year of publication:	2008
Authors:	El Otmani, Mohamed
Published in:	Statistics & Probability Letters. - Elsevier, ISSN 0167-7152. - Vol. 78.2008, 11, p. 1259-1265
Publisher:	Elsevier

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Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10005223573