Finite and infinite time horizon for BSDE with Poisson jumps
  This paper is devoted to solving a real valued backward stochastic differential equation with jumps where the time horizon may be finite or infinite. Under linear growth generator, we prove existence of a minimal solution. Using a comparison theorem we show existence and uniqueness of solution to such equations when the generator is uniformly continuous and satisfies a weakly monotonic condition. 
Ahmadou Bamba Sow
math.PR