Backward stochastic differential equation with random measures |
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| Authors: | Xia Jianming |
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| Affiliation: | (1) Department of Statistics, East China Normal University, 200062 Shanghai, China |
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| Abstract: | Backward stochastic differential equations (BSDE) are discussed in many papers. However, in those papers, only Brownian motion and Poisson process are considered. In this paper, we consider BSDE driven by continuous local martingales and random measures. |
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| Keywords: | Backward stochastic differential equations continuous local martingale random measures |
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