{
  "id": "1210.1490",
  "version": "v1",
  "published": "2012-10-04T15:35:10.000Z",
  "updated": "2012-10-04T15:35:10.000Z",
  "title": "Finite and infinite time horizon for BSDE with Poisson jumps",
  "authors": [
    "Ahmadou Bamba Sow"
  ],
  "categories": [
    "math.PR"
  ],
  "abstract": "This paper is devoted to solving a real valued backward stochastic differential equation with jumps where the time horizon may be finite or infinite. Under linear growth generator, we prove existence of a minimal solution. Using a comparison theorem we show existence and uniqueness of solution to such equations when the generator is uniformly continuous and satisfies a weakly monotonic condition.",
  "revisions": [
    {
      "version": "v1",
      "updated": "2012-10-04T15:35:10.000Z"
    }
  ],
  "analyses": {
    "subjects": [
      "60H05",
      "60G44"
    ],
    "keywords": [
      "infinite time horizon",
      "poisson jumps",
      "linear growth generator",
      "valued backward stochastic differential equation",
      "real valued backward stochastic differential"
    ],
    "note": {
      "typesetting": "TeX",
      "pages": 0,
      "language": "en",
      "license": "arXiv",
      "status": "editable",
      "adsabs": "2012arXiv1210.1490B"
    }
  }
}