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
Acknowledgements
Youssef Ouknine is supported by the Hassan II Academy of Sciences and Technology of Morocco.
References
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Articles in the same Issue
- Frontmatter
- Partial information maximum principle for optimal control problem with regime switching in the conditional mean-field model
- đ2-solutions of multidimensional generalized BSDEs with weak monotonicity and general growth generators in a general filtration
- The truncated EulerâMaruyama method of one-dimensional stochastic differential equations involving the local time at point zero
- Le CamâStratonovichâBoole theory for ItĂŽ diffusions
- A chaotic decomposition for the fractional LebesgueâPascal noise space
- Lp -solution for BSDEs driven by a Lévy process
- Radonification of a cylindrical Lévy process
Articles in the same Issue
- Frontmatter
- Partial information maximum principle for optimal control problem with regime switching in the conditional mean-field model
- đ2-solutions of multidimensional generalized BSDEs with weak monotonicity and general growth generators in a general filtration
- The truncated EulerâMaruyama method of one-dimensional stochastic differential equations involving the local time at point zero
- Le CamâStratonovichâBoole theory for ItĂŽ diffusions
- A chaotic decomposition for the fractional LebesgueâPascal noise space
- Lp -solution for BSDEs driven by a Lévy process
- Radonification of a cylindrical Lévy process