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• W3136123866 abstract "Results on the existence, uniqueness and strict comparison for solutions to a BSDE driven by a multi-dimensional RCLL martingale are established. The goal is to develop a general multi-asset framework encompassing a wide spectrum of nonlinear financial models with jumps, including as particular cases the setups studied by Peng and Xu cite{PX2009,PX2010} and Dumitrescu et al. cite{DGQS2018} who dealt with BSDEs driven by a one-dimensional Brownian motion and a purely discontinuous martingale with a single jump." @default.
• W3136123866 created "2021-03-29" @default.
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• W3136123866 date "2021-03-16" @default.
• W3136123866 modified "2023-09-27" @default.
• W3136123866 title "Existence, uniqueness and strict comparison theorems for backward stochastic differential equations driven by RCLL martingales" @default.
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• W3136123866 hasPublicationYear "2021" @default.
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