A kind of stochastic differential equations with jumps are offered first, then the Euler scheme for these equations are present, at last their continuous dependence on initial value and convergence are be studied

This paper studies the comparison theorem of forward-backward differential equations with Poisson jumps(FBSDEJ for short). We use a purely probabilistic approch including stopping time techneque and iteration method to prove comparison theorem. Here we only investigate some classes of FBSDEJs...

We define a class of not necessarily linear C0-semigroups (Pt)t≥0 on Cb(E) (more generally, on Cκ(E):=1κCb(E), for some growth bounding continuous function κ) equipped with the mixed topology τM1 for a large class of topological state spaces E. In the linear case we prove that such...