Published Online: Oct 01, 2019
Page range: 387 - 394
Received: Apr 03, 2019
Accepted: May 13, 2019
DOI: https://doi.org/10.2478/AMNS.2019.2.00034
Keywords
© 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.