Predictable representation for time inhomogeneous Lévy processes and BSDEs

  • Mohamed El Jamali
  • Mohamed El OtmaniEmail author


The aim of this paper is to give the predictable representation property associated with Lévy process in the non-homogeneous case. In this latter, we establish the existence and uniqueness of solution for the Backward Stochastic Differential Equations and its relation with Partial integro-differential equations.


Predictable representation theorem Non-homogeneous Lévy process BSDE Partial integro-differential equations 

Mathematics Subject Classification

60G51 60H05 60H15 60H30 



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Copyright information

© African Mathematical Union and Springer-Verlag GmbH Deutschland, ein Teil von Springer Nature 2019

Authors and Affiliations

  1. 1.Laboratory of Analysis and Applied Mathematics (LAMA), Faculty of Sciences AgadirIbn Zohr UniversityAgadirMorocco

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