On Solutions of Forward-Backward Stochastic Differential Equations with Poisson Jumps

Stochastic Analysis and Applications

Volumn 21, Issue 6, 2003, Pages 1419-1448

  Yin, Juliang ^a,b   SiTu, Rong ^a  

^a SUN YAT SEN UNIVERSITY   (China)

^b JINAN UNIVERSITY   (China)

Author keywords

Convergence theorem; Forward Backward stochastic differential equations with jumps; It 's formula; Unbounded stopping time

Indexed keywords

EID: 0344927048     PISSN: 07362994     EISSN: None     Source Type: Journal    
DOI: 10.1081/SAP-120026113     Document Type: Article

References (12)

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12. SiTu, R.; Zeng, A. On solutions of BSDE with jumps and with unbound stopping terminal (2). Acta Sci. Naturali. Univ. Sunyatseni 1999, 38 (4), 1-5.