Some existence results for advanced backward stochastic differential equations with a jump time
Résumé
In this paper, we are interested by advanced backward stochastic differential equations (ABSDE), in a probability space equipped with a Brownian motion and a single jump process. The solution of the ABSDE is a triple (Y, Z, U) where Y is a semimartingale, Z is the diffusion coefficient and U the size of the jump. We allow the generator to depend on the future paths of the solution.
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