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 l...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.展开更多
文摘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.
