{"title":"Lp-由Lévy过程驱动的BSDE的解决方案","authors":"M. El Jamali","doi":"10.1515/rose-2023-2006","DOIUrl":null,"url":null,"abstract":"Abstract This paper deals with the problem of existence and uniqueness of 𝕃 p {\\mathbb{L}^{p}} -solutions for a backward stochastic differential equation in a filtration that supports Lévy processes with p ∈ ( 1 , 2 ) {p\\in(1,2)} . However, we will focus on when the data satisfy the appropriate integrability conditions and when the coefficient is Lipschitz.","PeriodicalId":43421,"journal":{"name":"Random Operators and Stochastic Equations","volume":null,"pages":null},"PeriodicalIF":0.3000,"publicationDate":"2023-02-28","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"0","resultStr":"{\"title\":\"Lp -solution for BSDEs driven by a Lévy process\",\"authors\":\"M. El Jamali\",\"doi\":\"10.1515/rose-2023-2006\",\"DOIUrl\":null,\"url\":null,\"abstract\":\"Abstract This paper deals with the problem of existence and uniqueness of 𝕃 p {\\\\mathbb{L}^{p}} -solutions for a backward stochastic differential equation in a filtration that supports Lévy processes with p ∈ ( 1 , 2 ) {p\\\\in(1,2)} . However, we will focus on when the data satisfy the appropriate integrability conditions and when the coefficient is Lipschitz.\",\"PeriodicalId\":43421,\"journal\":{\"name\":\"Random Operators and Stochastic Equations\",\"volume\":null,\"pages\":null},\"PeriodicalIF\":0.3000,\"publicationDate\":\"2023-02-28\",\"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-2023-2006\",\"RegionNum\":0,\"RegionCategory\":null,\"ArticlePicture\":[],\"TitleCN\":null,\"AbstractTextCN\":null,\"PMCID\":null,\"EPubDate\":\"\",\"PubModel\":\"\",\"JCR\":\"Q4\",\"JCRName\":\"STATISTICS & PROBABILITY\",\"Score\":null,\"Total\":0}","platform":"Semanticscholar","paperid":null,"PeriodicalName":"Random Operators and Stochastic Equations","FirstCategoryId":"1085","ListUrlMain":"https://doi.org/10.1515/rose-2023-2006","RegionNum":0,"RegionCategory":null,"ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"Q4","JCRName":"STATISTICS & PROBABILITY","Score":null,"Total":0}
引用次数: 0
摘要
摘要研究了一类支持lsamvy过程(p∈(1,2){p\in(1,2)})的滤波中后向随机微分方程的 p {\mathbb{L}^{p}}解的存在唯一性问题。然而，我们将重点关注数据何时满足适当的可积条件以及系数何时为Lipschitz。
Abstract This paper deals with the problem of existence and uniqueness of 𝕃 p {\mathbb{L}^{p}} -solutions for a backward stochastic differential equation in a filtration that supports Lévy processes with p ∈ ( 1 , 2 ) {p\in(1,2)} . However, we will focus on when the data satisfy the appropriate integrability conditions and when the coefficient is Lipschitz.
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