In this study,we investigate the well-posedness of exponential growth backward stochastic differcntial cquations(BSDEs)drivcn by a markcd point process(MPP)under unbounded terminal conditions.Our analysis utilizes a f...In this study,we investigate the well-posedness of exponential growth backward stochastic differcntial cquations(BSDEs)drivcn by a markcd point process(MPP)under unbounded terminal conditions.Our analysis utilizes a fixed-point argument,the O-method,and an approximation procedurc.Additionally,wc cstablish the solvability of mean-reflected exponential growth BSDEs driven by the MPP using the-method.展开更多
基金supported by NSFC(Grant No.12371473)by the Tianyuan Fund for Mlathematics of NSFC(Grant No.12326603)。
文摘In this study,we investigate the well-posedness of exponential growth backward stochastic differcntial cquations(BSDEs)drivcn by a markcd point process(MPP)under unbounded terminal conditions.Our analysis utilizes a fixed-point argument,the O-method,and an approximation procedurc.Additionally,wc cstablish the solvability of mean-reflected exponential growth BSDEs driven by the MPP using the-method.
