论文标题
BSDE的识别问题可能是由可能非准左连续的随机度量驱动的
The identification problem for BSDEs driven by possibly non quasi-left-continuous random measures
论文作者
论文摘要
在本文中，我们着重于由连续的本地马丁加尔和可能非准左连续的随机度量驱动的向后SDE所谓的识别问题。假设向后sde的解决方案（y，z，u）如此，以至于$ y（t）= v（t）= v（t，x（t））$，其中x是一个基本过程，v是一个确定性的功能，解决识别问题在确定v的确定范围内是v的确定z和u的术语。具有单数系数的SDE。
In this paper we focus on the so called identification problem for a backward SDE driven by a continuous local martingale and a possibly non quasi-left-continuous random measure. Supposing that a solution (Y, Z, U) of a backward SDE is such that $Y(t) = v(t, X(t))$ where X is an underlying process and v is a deterministic function, solving the identification problem consists in determining Z and U in term of v. We study the over-mentioned identification problem under various sets of assumptions and we provide a family of examples including the case when X is a non-semimartingale jump process solution of an SDE with singular coefficients.
