A1 Journal article (refereed)
Existence, uniqueness and comparison results for BSDEs with Lévy jumps in an extended monotonic generator setting (2018)

Geiss, C., & Steinicke, A. (2018). Existence, uniqueness and comparison results for BSDEs with Lévy jumps in an extended monotonic generator setting. Probability, Uncertainty and Quantitative Risk, 3(9), 1-33. https://doi.org/10.1186/s41546-018-0034-y

JYU authors or editors

Publication details

All authors or editors: Geiss, Christel; Steinicke, Alexander

Journal or series: Probability, Uncertainty and Quantitative Risk

ISSN: 2367-0126

eISSN: 2367-0126

Publication year: 2018

Volume: 3

Issue number: 9

Pages range: 1-33

Publisher: Shandong Daxue

Publication country: China

Publication language: English

DOI: https://doi.org/10.1186/s41546-018-0034-y

Publication open access: Openly available

Publication channel open access: Open Access channel

Publication is parallel published (JYX): https://jyx.jyu.fi/handle/123456789/60988

Web address where publication is available: https://arxiv.org/abs/1711.01449

Additional information: Correction to: “Existence, uniqueness and comparison results for BSDEs with Lévy jumps in an extended monotonic generator setting”. DOI: 10.1186/s41546-019-0040-8 URL: http://dx.doi.org/10.1186/s41546-019-0040-8

Keywords: differential equations; stochastic processes

Free keywords: backward stochastic differential equation; Lévy process; comparison theorem; existence and uniqueness

Contributing organizations

Ministry reporting: Yes

Reporting Year: 2018

JUFO rating: 1