BMO martingale method for backward stochastic differential equations driven by general cadlag local martingales

Li, YZ; Tang, SJ

Li, YZ (corresponding author), Fudan Univ, Sch Math Sci, Dept Finance & Control Sci, Shanghai 200433, Peoples R China.

COMMUNICATIONS IN INFORMATION AND SYSTEMS, 2021; 21 (4): 561

Abstract

In this paper we study time-discontinuous nonlinear multi-dimensional backward stochastic differential equations (BSDEs) driven by general cadlag loca......

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