BSDE associated with Lévy processes and application to PDIE.
Bahlali, K.; Eddahbi, M.; Essaky, E.
Journal of Applied Mathematics and Stochastic Analysis (2003)
- Volume: 16, Issue: 1, page 1-17
- ISSN: 2090-3332
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topBahlali, K., Eddahbi, M., and Essaky, E.. "BSDE associated with Lévy processes and application to PDIE.." Journal of Applied Mathematics and Stochastic Analysis 16.1 (2003): 1-17. <http://eudml.org/doc/50458>.
@article{Bahlali2003,
author = {Bahlali, K., Eddahbi, M., Essaky, E.},
journal = {Journal of Applied Mathematics and Stochastic Analysis},
keywords = {backward stochastic differential equations; Lévy processes; Teugel's martingales; partial differential integral equations; Clark-Ocone formula},
language = {eng},
number = {1},
pages = {1-17},
publisher = {Hindawi Publishing Corporation, New York},
title = {BSDE associated with Lévy processes and application to PDIE.},
url = {http://eudml.org/doc/50458},
volume = {16},
year = {2003},
}
TY - JOUR
AU - Bahlali, K.
AU - Eddahbi, M.
AU - Essaky, E.
TI - BSDE associated with Lévy processes and application to PDIE.
JO - Journal of Applied Mathematics and Stochastic Analysis
PY - 2003
PB - Hindawi Publishing Corporation, New York
VL - 16
IS - 1
SP - 1
EP - 17
LA - eng
KW - backward stochastic differential equations; Lévy processes; Teugel's martingales; partial differential integral equations; Clark-Ocone formula
UR - http://eudml.org/doc/50458
ER -
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