Work

The Adapted Solutions for Backward Stochastic Schrödinger Equations with Jumps

Year: 2025

Type: article

Abstract: This study considers a class of backward stochastic semi-linear Schrödinger equations with Poisson jumps in Rd or in its bounded domain of a C2 boundary, which is associated with a stochastic control problem of nonlinear Schrödinger equations driven by Lévy noise. The approach to establish the existence and uniqueness of solutions is mainly based on the complex Itô formula, the Galerkin’s approximation method, and the martingale representation theorem.

Source: Mathematics

DOI: 10.3390/math13050820

Authors: Li Yang, Lin Liu

Institution: Tiangong University

Language: English

Topic: Stochastic processes and financial applications

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: gold

Estimated APC paid: $3,137

Funder: National Natural Science Foundation of China