DOI: 10.1515/rose-2023-2007 ISSN: 0926-6364

Generalized backward stochastic differential equations with jumps in a general filtration

Badr Elmansouri, Mohamed El Otmani
  • Statistics and Probability
  • Analysis
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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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