Existence, Uniqueness and Comparison Results for BSDEs with Lévy Jumps in an Extended Monotonic Generator Setting

Publikation: Beitrag in Fachzeitschrift › Artikel › Forschung › Begutachtung

Originalsprache	Englisch
Fachzeitschrift	Probability, uncertainty and quantitative risk
DOIs	https://doi.org/10.1186/s41546-018-0034-y
Publikationsstatus	Veröffentlicht - 28 Dez. 2018

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title = "Existence, Uniqueness and Comparison Results for BSDEs with L{\'e}vy Jumps in an Extended Monotonic Generator Setting",

keywords = "Backward stochastic differential equation, L{\'e}vy process, comparison theorem",

author = "Christel Geiss and Alexander Steinicke",

year = "2018",

month = dec,

day = "28",

doi = "10.1186/s41546-018-0034-y",

language = "English",

journal = "Probability, uncertainty and quantitative risk",

issn = "2367-0126",

publisher = "American Institute of Mathematical Sciences",

}

TY - JOUR

T1 - Existence, Uniqueness and Comparison Results for BSDEs with Lévy Jumps in an Extended Monotonic Generator Setting

AU - Geiss, Christel

AU - Steinicke, Alexander

PY - 2018/12/28

Y1 - 2018/12/28

KW - Backward stochastic differential equation

KW - Lévy process

KW - comparison theorem

U2 - 10.1186/s41546-018-0034-y

DO - 10.1186/s41546-018-0034-y

M3 - Article

SN - 2367-0126

JO - Probability, uncertainty and quantitative risk

JF - Probability, uncertainty and quantitative risk

ER -