Geodesic
Backward stochastic differential equations driven by càdlàg martingales
Teoriâ veroâtnostej i ee primeneniâ, Tome 52 (2007) no. 2, pp. 375-385 Cet article a éte moissonné depuis la source Math-Net.Ru

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Backward stochastic differential equations (BSDEs) arise in many financial problems. Although there exists a growing number of papers considering general financial markets, the theory of BSDEs has been developed just in the Brownian setting. We consider BSDEs driven by an $\mathbf{R}^d$-valued càdlàg martingale and we study the properties of the solutions in the case of a, possibly nonuniform, Lipschitz generator.
Keywords: backward semimartingales equations, regularity and stability of solutions, Lipschitz generators, stochastic calculus. 
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R. Carbone; B. Ferrario; M. Santacroce. Backward stochastic differential equations driven by càdlàg martingales. Teoriâ veroâtnostej i ee primeneniâ, Tome 52 (2007) no. 2, pp. 375-385. http://geodesic.mathdoc.fr/item/TVP_2007_52_2_a10/

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