文献类型：期刊文献

英文题名：BSDE driven by Poisson point processes with discontinuous coefficient

作者：Qin, Yan[1];Xia, Ning-Mao[1]

机构：[1]E China Univ Sci & Technol, Dept Math, Shanghai 200237, Peoples R China

年份：2013

卷号：406

期号：2

起止页码：365

外文期刊名：JOURNAL OF MATHEMATICAL ANALYSIS AND APPLICATIONS

收录：;WOS:【SCI-EXPANDED(收录号:WOS:000320423100001)】；

基金：Supported by The National Natural Science Foundation (11002055) (China) and Fundamental Research Funds for the East China University of Science and Technology (WM1114040).

语种：英文

外文关键词：Backward stochastic differential equation; Adapted solution; Comparison theorem

摘要：In this paper, we deal with the one-dimensional backward stochastic differential equation (BSDE) driven by Poisson processes. By means of the comparison theorem, we first prove the existence of a (minimal) solution for BSDE where the coefficient is continuous and satisfies an improved linear growth assumption. Then we extend the result to the case where the coefficient is left or right continuous. Crown Copyright (C) 2013 Published by Elsevier Inc. All rights reserved.