Abstract

In this paper, we study the generalized backward stochastic differential equations driven by inhomogeneous Lévy processes (GBSDELs in short). We establish the existence and uniqueness of solution by using Picard's iteration setting under non-deterministic Lipschitz and monotone condition.

Full Text
Published version (Free)

Talk to us

Join us for a 30 min session where you can share your feedback and ask us any queries you have

Schedule a call