Open AccessBSDE with jumps and non-Lipschitz coefficients: Application to large deviations
Author(s) -
Ahmadou Bamba Sow
Publication year - 2014
Publication title -
brazilian journal of probability and statistics
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 0.441
H-Index - 18
eISSN - 2317-6199
pISSN - 0103-0752
DOI - 10.1214/12-bjps197
Subject(s) - mathematics , lipschitz continuity , uniqueness , stochastic differential equation , brownian motion , mathematical analysis , poisson distribution , measure (data warehouse) , statistics , database , computer science