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Exponential growth BSDE driven by a marked point process (2310.14728v2)
Published 23 Oct 2023 in math.PR
Abstract: In this study, we investigate the well-posedness of exponential growth backward stochastic differential equations (BSDEs) driven by a marked point process (MPP) under unbounded terminal conditions. Our analysis utilizes a fixed-point argument, the $\theta$-method, and an approximation procedure. Additionally, we establish the solvability of mean-reflected exponential growth BSDEs driven by the MPP using the $\theta$-method.
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