Open Daily: 10am - 10pm | Alley door pickup 10am - 7pm 3038 Hennepin Ave Minneapolis, MN
612-822-4611

  • Open Daily: 10am - 10pm
    Alley-side Pickup: 10am - 7pm

    3038 Hennepin Ave Minneapolis, MN
    612-822-4611

Open Daily: 10am - 10pm | Alley-side Pickup: 10am - 7pm
3038 Hennepin Ave Minneapolis, MN
612-822-4611
On Backward Stochastic Differential Equations (BSDEs) with jumps of infinite activity

On Backward Stochastic Differential Equations (BSDEs) with jumps of infinite activity

Büttner, Martin

Paperback

Probability & Statistics

ISBN10: 3668233071
ISBN13: 9783668233072
Publisher: Grin Verlag
Published: Aug 11 2016
Pages: 78
Weight: 0.25
Height: 0.19 Width: 5.83 Depth: 8.27
Language: English
Diploma Thesis from the year 2011 in the subject Mathematics - Stochastics, grade: 1,0, Humboldt-University of Berlin (Mathematik), language: English, abstract: This diploma thesis is concerned with backward stochastic differential equations (BSDEs) with jumps which are driven by a Brownian Motion and a random measure. We derive existence and uniqueness results for bounded solutions to such BSDEs when the generator posses a certain monotonicity property instead of the usual global Lipschitz condition. Starting with results in the case of finite activity, considering generators of difference type and showing a comparison theorem, allows us to advance to the case of infinite activity.

Also in

Probability & Statistics

View All