On solutions of backward stochastic differential equations with jumps and applications

1997/03/01 by Situ Rong · 2 citations

paper · doi:10.1016/s0304-4149(96)00120-2

Cited by

• Multivalued backward stochastic differential equations with jumps and moving boundary
• 2BSDE with uncertain horizon and application to stochastic control in erratic environments