Multidimensional BSDE with Poisson jumps of Osgood type

[1]Barles, G., Buckdahn, R., Pardoux, É., Backward stochastic differential equations and integral-partial differential equations, Stochastics and Stochastics Reports 60, (1996), 57–83.BarlesG.BuckdahnR.PardouxÉ.Backward stochastic differential equations and integral-partial differential equationsStochastics and Stochastics Reports6019965783Search in Google Scholar

[2]Fan, S., Jiang, L., Davison, M., Existence and uniqueness for multidimensional BSDEs with generators of Osgood type, Frontiers of Mathematics in China 8, (2013), 811–824.FanS.JiangL.DavisonM.Existence and uniqueness for multidimensional BSDEs with generators of Osgood typeFrontiers of Mathematics in China82013811824Search in Google Scholar

[3]Mao, X., Adapted solution of Backward stochastic differential equations with non-Lipschitz coefficients, Stochastic Processes and their Applications 58, (1997), 281–292.MaoX.Adapted solution of Backward stochastic differential equations with non-Lipschitz coefficientsStochastic Processes and their Applications581997281292Search in Google Scholar

[4]Pardoux, É., Peng, S., Adapted solutions of backward stochastic differential equations, Systems and Control Letters 14, (1997), 55–61.PardouxÉ.PengS.Adapted solutions of backward stochastic differential equationsSystems and Control Letters1419975561Search in Google Scholar

[5]Pardoux, É., Peng, S. Backward doubly stochastic differential equations and semilinear PDEs. Probability Theory and Related Fields 98, (1994), 209–227.PardouxÉ.PengS.Backward doubly stochastic differential equations and semilinear PDEsProbability Theory and Related Fields981994209227Search in Google Scholar

[6]Pardoux, É., Peng, S., Backward stochastic differential equations and quasilinear parabolic PDEs, In: Rozosvskii, B.L., Sowers, R.S. (Eds). Stochastic partial differential equations and their applications, Lect. Notes in Control & Info. sci., Springer, Berlin, Heidelberg, New York 176, (1992), 200–217.PardouxÉ.PengS.Backward stochastic differential equations and quasilinear parabolic PDEsRozosvskiiB.L.SowersR.S.Stochastic partial differential equations and their applications. Lect. Notes in Control & Info. sci.SpringerBerlin, Heidelberg, New York1761992200217Search in Google Scholar

[7]Royer, M., Backward stochastic differential equations with jumps and related non-linear expectations, Stochastic Processes and their Applications 116, (2006), 1358–1376.RoyerM.Backward stochastic differential equations with jumps and related non-linear expectationsStochastic Processes and their Applications116200613581376Search in Google Scholar

[8]Tang, S., Li, X., Necessary conditions for optimal control of stochastic systems with random jumps, SIAM J. Control Optim. 32, (5), (1994), 1447–1475.TangS.LiX.Necessary conditions for optimal control of stochastic systems with random jumpsSIAM J. Control Optim.325199414471475Search in Google Scholar

[9]Faye, I., Sow, A.B.: Finite and infinite time interval of BDSDES driven by L’EVY processes. African Diaspora Journal of Mathematics 13, 108-126 (2012)FayeI.SowA.B.Finite and infinite time interval of BDSDES driven by L’EVY processesAfrican Diaspora Journal of Mathematics131081262012Search in Google Scholar