..., an L²-convergence rate is established. Backward stochastic differential equation with jumps Gelfand triple Yosida approximation 60H15 35R60 93E20 Backward stochastic differential equation (BSDE) was performed first by Pardoux and Peng [ 1 ] who proved the existence and uniqueness...

... Constructive method of the solution where X 0 ∈ ℝ is the initial condition, b : ℝ → ℝ and σ : ℝ → ℝ are two measurable functions satisfying the K-Lipschitz condition (thus the sublinear growth condition). 93E20 60G40 35R60 The main motivation...