Generalized BSDE driven by a Lévy process (Q937479): Difference between revisions

Summary: We study the solution of one-dimensional generalized backward stochastic differential equation driven by Teugels martingales and an independent Brownian motion. We prove existence and uniqueness of the solution when the coefficient verifies some conditions of Lipschitz. If the coefficient is left continuous, increasing, and bounded, we prove the existence of a solution.