Exponential growth BSDE driven by a marked point process  

作　　者：Zihao Gu Yiqing Lin Kun Xu 

机构地区：[1]School of Mathematical Sciences,Shanghai Jiao Tong University.Shanghai 200240,China [2]MOE-LSC,Shanghai Jiao Tong University,Shanghai 200240,China

出　　处：《Probability, Uncertainty and Quantitative Risk》2024年第4期453-498,共46页概率、不确定性与定量风险(英文)

基　　金：supported by NSFC(Grant No.12371473);by the Tianyuan Fund for Mlathematics of NSFC(Grant No.12326603)。

摘　　要：In this study,we investigate the well-posedness of exponential growth backward stochastic differcntial cquations(BSDEs)drivcn by a markcd point process(MPP)under unbounded terminal conditions.Our analysis utilizes a fixed-point argument,the O-method,and an approximation procedurc.Additionally,wc cstablish the solvability of mean-reflected exponential growth BSDEs driven by the MPP using the-method.

关 键 词：Exponential growth BSDEs Marked point processes Mean-reflected BSDEs 

分 类 号：O17[理学—数学]