Article citationsMore>>

Nualart, D. and Schoutens, W. (2001) Backward Stochastic Differential Equations and Feynman-Kac Formula for Lévy Processes with Applications in Finance. Bernoulli, 7, 761-776.
http://dx.doi.org/10.2307/3318541

has been cited by the following article:

• TITLE: Reflected BSDEs Driven by Lévy Processes and Countable Brownian Motions

  AUTHORS: Jean-Marc Owo

  KEYWORDS: Backward Doubly Stochastic Differential Equations, Lévy Processes, Teugels Martingales, Countable Brownian Motions

  JOURNAL NAME: Applied Mathematics, Vol.6 No.14, December 23, 2015

  ABSTRACT: A new class of reflected backward stochastic differential equations (RBSDEs) driven by Teugels martingales associated with Lévy process and Countable Brownian Motions are investigated. Via approximation, the existence and uniqueness of solution to this kind of RBSDEs are obtained.