SOLUTION TO BSDE WITH NONHOMOGENEOUS JUMPS UNDER LOCALLY LIPSCHITZIAN CONDITION

• 来源期刊: 微分方程年刊：英文版
• 学科: 数学
• 年，卷（期）: 2008,（4）
• 页码范围: 443-450
• 页数: 8页
• 分类号: O17

摘要

In this paper, we investigate the existence and uniqueness of the solution to a quasilinear backward stochastic differential equation with Poisson jumps. By introducing a series of approximate equations, we can show that BSDE has a unique adapted solution.