Thése doctorat

Stochastic Differential Equations Driven by a Jump Markov Process and Their Applications

Khaoula Abdelhadi, Auteur ; Nabil khelfallah, Directeur de thèse | Biskra [Algérie] : Faculté des Sciences Exactes et des Sciences de la Nature et de la Vie, Université Mohamed Khider | 2023

In the present thesis we are interested in the well-posedness problem to a wide class of backward stochastic differential equations driven by Brownian motion and indepen- dent random measures related to pure jump Markov processes (BSDEJs for sho[...]

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