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𝕃2-solutions of multidimensional generalized BSDEs with weak monotonicity and general growth generators in a general filtration

  • Rachid Belfadli , Tarik El Mellali , Imade Fakhouri ORCID logo EMAIL logo and Youssef Ouknine
Published/Copyright: February 28, 2023

Abstract

In this paper, we study multidimensional generalized backward stochastic differential equations (GBSDEs), in a general filtration supporting a Brownian motion and an independent Poisson random measure, whose generators are weakly monotone and satisfy a general growth condition with respect to the state variable y. We show that such GBSDEs admit a unique 𝕃 2 -solution. The main tools and techniques used in the proofs are the a-priori-estimation, the convolution approach, the iteration, the truncation, and the Bihari inequality.

MSC 2010: 60H10; 60H20; 60F25

Communicated by Nikolai Leonenko


Acknowledgements

Youssef Ouknine is supported by the Hassan II Academy of Sciences and Technology of Morocco.

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Received: 2021-01-16
Revised: 2022-05-02
Accepted: 2022-07-15
Published Online: 2023-02-28
Published in Print: 2023-06-01

© 2023 Walter de Gruyter GmbH, Berlin/Boston

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