4 citations · 7 across the 3 of their papers we have counts for
3 papers
math.PR2014★ 2 cited
Quadratic BSDEs with jumps: related non-linear expectations
M. Nabil Kazi-Tani, Dylan Possamaï, Chao Zhou
In this article, we follow the study of quadratic backward SDEs with jumps,that is to say for which the generator has quadratic growth in the variables (z; u), started in our accom…
math.PR2012★ 1 cited
Quadratic BSDEs with jumps: a fixed-point approach
M. Nabil Kazi-Tani, Dylan Possamaï, Chao Zhou
In this article, we prove the existence of bounded solutions of quadratic backward SDEs with jumps, that is to say for which the generator has quadratic growth in the variables (z,…
math.PR2012★ 4 cited
Second Order BSDEs with Jumps: Existence and probabilistic representation for fully-nonlinear PIDEs
M. Nabil Kazi-Tani, Dylan Possamaï, Chao Zhou
In this paper, we pursue the study of second order BSDEs with jumps (2BSDEJs for short) started in our accompanying paper [15]. We prove existence of these equations by a direct me…