{"title":"Generalized backward stochastic differential equations with jumps in a general filtration","authors":"Badr Elmansouri, M. El Otmani","doi":"10.1515/rose-2023-2007","DOIUrl":null,"url":null,"abstract":"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 {\\mathbb{L}^{2}} -solutions provided that the generators and the terminal condition satisfy some suitable integrability conditions.","PeriodicalId":43421,"journal":{"name":"Random Operators and Stochastic Equations","volume":" ","pages":""},"PeriodicalIF":0.3000,"publicationDate":"2023-07-26","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"0","resultStr":null,"platform":"Semanticscholar","paperid":null,"PeriodicalName":"Random Operators and Stochastic Equations","FirstCategoryId":"1085","ListUrlMain":"https://doi.org/10.1515/rose-2023-2007","RegionNum":0,"RegionCategory":null,"ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"Q4","JCRName":"STATISTICS & PROBABILITY","Score":null,"Total":0}
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Abstract
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 {\mathbb{L}^{2}} -solutions provided that the generators and the terminal condition satisfy some suitable integrability conditions.
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