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
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© 2023 Walter de Gruyter GmbH, Berlin/Boston
Artikel in diesem Heft
- Frontmatter
- Generalized backward stochastic differential equations with jumps in a general filtration
- A Schrödinger random operator with semimartingale potential
- Fractional neutral functional differential equations driven by the Rosenblatt process with an infinite delay
- Modified information criterion for detecting changes in skew slash distribution
- Stability results for stochastic differential equations driven by an additive fractional Brownian sheet
- Delay BSDEs driven by fractional Brownian motion
- Generalized double Lindley distribution: A new model for weather and financial data
Artikel in diesem Heft
- Frontmatter
- Generalized backward stochastic differential equations with jumps in a general filtration
- A Schrödinger random operator with semimartingale potential
- Fractional neutral functional differential equations driven by the Rosenblatt process with an infinite delay
- Modified information criterion for detecting changes in skew slash distribution
- Stability results for stochastic differential equations driven by an additive fractional Brownian sheet
- Delay BSDEs driven by fractional Brownian motion
- Generalized double Lindley distribution: A new model for weather and financial data