ON SOLUTIONS OF BACKWARD STOCHASTIC DIFFERENTIAL EQUATIONS WITH JUMPS, WITH UNBOUNDED STOPPING TIMES AS TERMINAL AND WITH NON-LIPSCHITZ COEFFICIENTS, AND PROBABILISTIC INTERPRETATION OF QUASI-LINEAR ELLIPTIC TYPE INTEGRO-DIFFERENTIAL

Situ Rong;Wang Yueping

Applied Mathematics and Mechanics (English Edition) . 2000, (6): 659 -672 .