Differential Equations with Jumps
نویسنده
چکیده
In this paper, we study a multi-dimensional backward stochastic differential equation with jumps (BSDEJ) that has non-Lipschitz generator and unbounded random time horizon. For any p ∈ (1,∞), we show that the BSDEJ with a p-integrable terminal condition admits a unique L-type solution.
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تاریخ انتشار 2011