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

IF 0.3 Q4 STATISTICS & PROBABILITY Random Operators and Stochastic Equations Pub Date : 2023-02-28 DOI:10.1515/rose-2023-2002
R. Belfadli, Tarik El Mellali, Imade Fakhouri, Y. Ouknine
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引用次数: 0

Abstract

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 {\mathbb{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.
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具有弱单调性的多维广义BSDEs的𝕃2-solutions和一般滤波中的一般生长发生器
摘要本文研究了支持布朗运动和独立泊松随机测度的一般滤波下的多维广义后向随机微分方程(GBSDEs),该方程的生成器是弱单调的,并且对状态变量y满足一般生长条件。我们证明了这种广义后向随机微分方程具有唯一的 2 {\mathbb{L}^{2}}解。证明中使用的主要工具和技术是优先级估计,卷积方法,迭代,截断和Bihari不等式。
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来源期刊
Random Operators and Stochastic Equations
Random Operators and Stochastic Equations STATISTICS & PROBABILITY-
CiteScore
0.60
自引率
25.00%
发文量
24
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