À propos de cet article
Publié en ligne: 01 oct. 2019
Pages: 387 - 394
Reçu: 03 avr. 2019
Accepté: 13 mai 2019
DOI: https://doi.org/10.2478/AMNS.2019.2.00034
Mots clés
© 2019 Yaya Sagna, published by Sciendo
This work is licensed under the Creative Commons Attribution 4.0 Public License.
This paper is devoted to solve a multidimensional backward stochastic differential equation with jumps in finite time horizon. Under linear growth generator, we prove existence and uniqueness of solution.