R. Belfadli, Tarik El Mellali, Imade Fakhouri, Y. Ouknine
{"title":"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","authors":"R. Belfadli, Tarik El Mellali, Imade Fakhouri, Y. Ouknine","doi":"10.1515/rose-2023-2002","DOIUrl":null,"url":null,"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.","PeriodicalId":43421,"journal":{"name":"Random Operators and Stochastic Equations","volume":"31 1","pages":"117 - 139"},"PeriodicalIF":0.3000,"publicationDate":"2023-02-28","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"0","resultStr":"{\"title\":\"𝕃2-solutions of multidimensional generalized BSDEs with weak monotonicity and general growth generators in a general filtration\",\"authors\":\"R. Belfadli, Tarik El Mellali, Imade Fakhouri, Y. Ouknine\",\"doi\":\"10.1515/rose-2023-2002\",\"DOIUrl\":null,\"url\":null,\"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.\",\"PeriodicalId\":43421,\"journal\":{\"name\":\"Random Operators and Stochastic Equations\",\"volume\":\"31 1\",\"pages\":\"117 - 139\"},\"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-2023-2002\",\"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-2023-2002","RegionNum":0,"RegionCategory":null,"ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"Q4","JCRName":"STATISTICS & PROBABILITY","Score":null,"Total":0}
𝕃2-solutions of multidimensional generalized BSDEs with weak monotonicity and general growth generators in a general filtration
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.