Generalized BSDE with jumps and stochastic quadratic growth.

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Authors
Publication date
2020
Publication type
Other
Summary In this paper, we study a doubly Reflected Backward Stochastic Differential Equation with Jumps (DRBSDEs in short) when the driver have general quadratic growth. We extend the result of Essaky and Hassani [14] to the jump setting and a generator with general exponential quadratic growth.
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