Fourth Edition of the International Conference on Research in Applied Mathematics and Computer Science ICRAMCS 2022
 March 24-25-26, 2022
Online and Face-to-Face Conference

ICRAMCS, 4 (2022) | Proceedings ISSN: 2605-7700

Research Communication | Open Access
Volume 2022 | Communication ID 186
Generalized backwards stochastic differential equations with jumps in a general filtration
Badr Elmansouri, Mohamed El Otmani
Academic Editor: Youssef EL FOUTAYENI
Received
Accepted
Published
January 25, 2022
March 03, 2168
April 15, 2168

Abstract: Generalized backward stochastic differential equations (GBSDE) is a class of backwards studied first by E.Pardoux and S.Zhang [1] where the filtration is generated by a Brownian motion, and next by E.Pardoux [2] for the discontinuous case. Both of this papers gives the existence and uniqueness results of this equations also a probabilistic formula for solutions of semilinear partial differential equations with Neuman boundary condition is presented in [1]. In this communication we study GBSDE with jumps in general filtration that supports a Brownian motion and a random measure. We give the ...