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Infinite dimensional BSDE with jumps

Authors: Mohammed Hassani a; Youssef Ouknine a
Affiliation:   a Department of Mathematics, Faculty of Sciences, Semlalia Cadi Ayyad University, Marrakesh, Morocco
DOI: 10.1081/SAP-120004114
Publication Frequency: 6 issues per year
Published in: journal Stochastic Analysis and Applications, Volume 20, Issue 3 October 2002 , pages 519 - 565
Formats available: HTML (English) : PDF (English)
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Abstract

The objective of this note is to show uniqueness and existence results of a large class of backward stochastic differential equations with Poisson jumps in a Banach space setting. Among this classes of equations the so-called BSPDE's with random coefficients (P for partial) which we illustrate with several examples.
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