{
  "id": "1006.1453",
  "version": "v1",
  "published": "2010-06-08T05:30:38.000Z",
  "updated": "2010-06-08T05:30:38.000Z",
  "title": "Backward stochastic viability property with jumps and applications to the comparison theorem for multidimensional BSDEs with jumps",
  "authors": [
    "Xuehong Zhu"
  ],
  "comment": "29 pages",
  "categories": [
    "math.PR"
  ],
  "abstract": "In this paper, we study conditions under which the solutions of a backward stochastic differential equation with jump remains in a given set of constrains. This property is the so-called \"viability property\". As an application, we study the comparison theorem for multidimensional BSDEs with jumps.",
  "revisions": [
    {
      "version": "v1",
      "updated": "2010-06-08T05:30:38.000Z"
    }
  ],
  "analyses": {
    "subjects": [
      "60H10",
      "60H30"
    ],
    "keywords": [
      "backward stochastic viability property",
      "multidimensional bsdes",
      "comparison theorem",
      "application",
      "backward stochastic differential equation"
    ],
    "note": {
      "typesetting": "TeX",
      "pages": 29,
      "language": "en",
      "license": "arXiv",
      "status": "editable",
      "adsabs": "2010arXiv1006.1453Z"
    }
  }
}