Existence, Uniqueness and Comparison Results for BSDEs with Lévy Jumps in an Extended Monotonic Generator Setting
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Existence, Uniqueness and Comparison Results for BSDEs with Lévy Jumps in an Extended Monotonic Generator Setting. / Geiss, Christel; Steinicke, Alexander.
In: Probability, uncertainty and quantitative risk, 28.12.2018.
In: Probability, uncertainty and quantitative risk, 28.12.2018.
Research output: Contribution to journal › Article › Research › peer-review
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Geiss C, Steinicke A. Existence, Uniqueness and Comparison Results for BSDEs with Lévy Jumps in an Extended Monotonic Generator Setting. Probability, uncertainty and quantitative risk. 2018 Dec 28. doi: 10.1186/s41546-018-0034-y
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Bibtex - Download
@article{e7f2466cbf89471ea016088218d7b95d,
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",
}
RIS (suitable for import to EndNote) - Download
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
JO - Probability, uncertainty and quantitative risk
JF - Probability, uncertainty and quantitative risk
SN - 2367-0126
ER -
