{"product_id":"on-backward-stochastic-differential-equations-bsdes-with-jumps-of-infinite-activity-von-martin-buttner","title":"On Backward Stochastic Differential Equations (BSDEs) with jumps of infinite activity","description":"\u003cp\u003eDiploma 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. \u003c\/p\u003e\u003cp\u003eWe 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. \u003c\/p\u003e\u003cp\u003eStarting 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.\u003c\/p\u003e\u003cdiv class=\"aw-variant-hidden-subtitle-div\" id=\"aw-variant-subtitle-9783668233072\"\u003e\u003ch3\u003e\u003c\/h3\u003e\u003c\/div\u003e","brand":"Libri","offers":[{"title":"Softcover - 9783668233072","offer_id":39436758286429,"sku":"9783668233072","price":44.99,"currency_code":"EUR","in_stock":true}],"thumbnail_url":"\/\/cdn.shopify.com\/s\/files\/1\/0940\/0622\/files\/12fb206c-f329-4b3b-8772-d03add288d40.jpg?v=1778301168","url":"https:\/\/shop.autorenwelt.de\/products\/on-backward-stochastic-differential-equations-bsdes-with-jumps-of-infinite-activity-von-martin-buttner","provider":"Autorenwelt Shop","version":"1.0","type":"link"}