Some Properties of BSDEs Driven by a Simple Lévy Process with Continuous Coeffcient

Shi Qiu Zheng; Dian Chuan Jin; Shuai Zhang; Yan Mei Yang; Jin Peng Wang

doi:10.4028/www.scientific.net/AMM.50-51.288

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HomeApplied Mechanics and MaterialsApplied Mechanics and Materials Vols. 50-51Some Properties of BSDEs Driven by a Simple Lévy...

Some Properties of BSDEs Driven by a Simple Lévy Process with Continuous Coeffcient

Abstract:

In this paper, we mainly study the properties of solutions of backward stochastic differential equations (BSDEs) driven by a simple Lévy process, whose coefficient coeffcient is continuous with linear growth. A comparison theorem for solutions of the equations are obtained, we also show the equation has either one or uncountably many solutions.

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Periodical:

Applied Mechanics and Materials (Volumes 50-51)

Pages:

288-292

DOI:

https://doi.org/10.4028/www.scientific.net/AMM.50-51.288

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Online since:

February 2011

Authors:

Shi Qiu Zheng, Dian Chuan Jin, Shuai Zhang, Yan Mei Yang, Jin Peng Wang

Keywords:

Backward Stochastic Differential Equation, Comparison Theorem, Lévy Process

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