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Auteurs principaux: Ren, Jiagang, Zhang, Hua
Format: Preprint
Publié: 2025
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Accès en ligne:https://arxiv.org/abs/2512.23288
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author Ren, Jiagang
Zhang, Hua
author_facet Ren, Jiagang
Zhang, Hua
contents Under nondegeneracy assumptions on the diffusion coefficients, we establish the derivative formulae of Bismut-Elworthy-Li's type for forward-backward stochastic differential equations with respect to Poisson random measure using the lent particle method created by Bouleau and Denis, which is not given before. Applying this formula, the existence and uniqueness of a solution of nonlocal quasi-linear integral partial differential equations, which are differentiable with respect to the space variable, are obtained, even if the initial datum and coefficients of this equation are not.
format Preprint
id arxiv_https___arxiv_org_abs_2512_23288
institution arXiv
publishDate 2025
record_format arxiv
spellingShingle Bismut-Elworthy-Li Formulae for Forward-Backward SDEs with Jumps and Applications
Ren, Jiagang
Zhang, Hua
Probability
Under nondegeneracy assumptions on the diffusion coefficients, we establish the derivative formulae of Bismut-Elworthy-Li's type for forward-backward stochastic differential equations with respect to Poisson random measure using the lent particle method created by Bouleau and Denis, which is not given before. Applying this formula, the existence and uniqueness of a solution of nonlocal quasi-linear integral partial differential equations, which are differentiable with respect to the space variable, are obtained, even if the initial datum and coefficients of this equation are not.
title Bismut-Elworthy-Li Formulae for Forward-Backward SDEs with Jumps and Applications
topic Probability
url https://arxiv.org/abs/2512.23288