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Beschreibung
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.
Details
| Verlag | GRIN Verlag |
| Ersterscheinung | 11. August 2016 |
| Maße | 21 cm x 14.8 cm x 0.6 cm |
| Gewicht | 124 Gramm |
| Format | Softcover |
| ISBN-13 | 9783668233072 |
| Auflage | 1. Auflage |
| Seiten | 76 |
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