Backward stochastic viability property with jumps and applications to the comparison theorem for multidimensional BSDEs with jumps

摘要

In this paper, we study conditions under which the solutions of a backwardstochastic differential equation with jump remains in a given set ofconstrains. This property is the so-called "viability property". As anapplication, we study the comparison theorem for multidimensional BSDEs withjumps.