Abstract
Backward stochastic differential equations (BSDE) are discussed in many papers. However, in those papers, only Brownian motion and Poisson process are considered. In this paper, we consider BSDE driven by continuous local martingales and random measures.
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Jianming, X. Backward stochastic differential equation with random measures. Acta Mathematicae Applicatae Sinica 16, 225–234 (2000). https://doi.org/10.1007/BF02679887
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DOI: https://doi.org/10.1007/BF02679887