BSDE associated with Lévy processes and application to PDIE

Journal of Applied Mathematics and Stochastic Analysis

Volumn 16, Issue 1, 2003, Pages 1-17

  Bahlali, K ^a,b   Eddahbi, M ^c   Essaky, E ^d  

^a UVT   (France)

^b CNRS   (France)

^c CADI AYYAD UNIVERSITY   (Morocco)

^d FACULTÉ DES SCIENCES SEMLALIA   (Morocco)

Author keywords

Backward Stochastic Differential Equations; Clark Ocone Formula; L vy Processes; Partial Differential Integral Equations; Teugel's Martingales

Indexed keywords

EID: 33646517186     PISSN: 10489533     EISSN: 16872177     Source Type: Journal    
DOI: 10.1155/S1048953303000017     Document Type: Article

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