Backward stochastic differential equations driven by càdlàg martingales
نویسندگان
چکیده
منابع مشابه
Backward stochastic partial differential equations driven by infinite dimensional martingales and applications
This paper studies first a result of existence and uniqueness of the solution to a backward stochastic differential equation driven by an infinite dimensional martingale. Then, we apply this result to find a unique solution to a backward stochastic partial differential equation in infinite dimensions. The filtration considered is an arbitrary rightcontinuous filtration, not necessarily the natu...
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ژورنال
عنوان ژورنال: Теория вероятностей и ее применения
سال: 2007
ISSN: 0040-361X
DOI: 10.4213/tvp181