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Generalized backward stochastic differential equations with jumps in a general filtration

  • Badr Elmansouri ORCID logo EMAIL logo und Mohamed El Otmani ORCID logo
Veröffentlicht/Copyright: 26. Juli 2023
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Abstract

In this paper, we analyze multidimensional generalized backward stochastic differential equations with jumps in a filtration that supports a Brownian motion and an independent integer-valued random measure. Under monotonicity and linear growth assumptions on the coefficients, we give the existence and uniqueness of 𝕃 2 -solutions provided that the generators and the terminal condition satisfy some suitable integrability conditions.


Communicated by Nikolai Leonenko


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Received: 2022-03-12
Accepted: 2023-02-04
Published Online: 2023-07-26
Published in Print: 2023-09-01

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