Some Properties of BSDEs Driven by a Simple Lévy Process with Continuous Coeffcient
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.
Shaobo Zhong, Yimin Cheng and Xilong Qu
S. Q. Zheng et al., "Some Properties of BSDEs Driven by a Simple Lévy Process with Continuous Coeffcient", Applied Mechanics and Materials, Vols. 50-51, pp. 288-292, 2011