Existence, uniqueness and comparison results for BSDEs with Lévy jumps in an extended monotonic generator setting [0.03%]
带跳的单调发生器情形下BSDE解的存在唯一性及比较定理
Christel Geiss,Alexander Steinicke
Christel Geiss
We show that the comparison results for a backward SDE with jumps established in Royer (Stoch. Process. Appl 116: 1358-1376, 2006) and Yin and Mao (J. Math. Anal. Appl 346: 345-358, 2008) hold under more simplified conditions. Moreover, we ...