Exponential Quadratic BSDEs with infinite activity Jumps
classification
🧮 math.PR
keywords
quadraticjumpsactivitybsdejsexponentialinfiniteapproachbackward
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In this paper, we study a Backward Stochastic Differential Equation with Jumps (BSDEJs in short) where the jumps have infinite activity. Following a forward approach based on Exponential Quadratic semimartingale, we prove the existence of solution of Quadratic BSDEJs with unbounded terminal condition and quadratic growth in z.
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