\(\mathbb{L}^p\) \((p\geq 2)\)-solutions of generalized BSDEs with jumps and monotone generator in a general filtration

DOI10.15559/17-VMSTA73zbMath1361.60041arXiv1704.02132OpenAlexW2587148210MaRDI QIDQ522550

M'hamed Eddahbi, Imade Fakhouri, Youssef Ouknine

Publication date: 18 April 2017

Published in: Modern Stochastics. Theory and Applications (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1704.02132

zbMATH Keywords

jumpscomparison theoremgeneralized backward stochastic differential equations\(\mathbb{L}^p\)-solutionsmonotone generator

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stochastic integral equations (60H20) (L^p)-limit theorems (60F25)

Related Items (7)

On the Monotone Stability Approach to BSDEs with Jumps: Extensions, Concrete Criteria and Examples ⋮ \( \mathbb{L}^2\)-solutions of multidimensional generalized BSDEs with weak monotonicity and general growth generators in a general filtration ⋮ Reflected generalized BSDE with jumps under stochastic conditions and an obstacle problem for integral-partial differential equations with nonlinear Neumann boundary conditions ⋮ Generalized BSDE and reflected BSDE with random time horizon ⋮ \(L^p\) solution of backward stochastic differential equations driven by a marked point process ⋮ Penalization schemes for BSDEs and reflected BSDEs with generalized driver ⋮ \(\mathbb{L}^2\)-solutions for reflected BSDEs with jumps under monotonicity and general growth conditions: a penalization method

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Backward stochastic differential equations with jumps and their actuarial and financial applications. BSDEs with jumps
• Minimal supersolutions for BSDEs with singular terminal condition and application to optimal position targeting
• Backward stochastic differential equations with jumps and related nonlinear expectations
• On the Hellinger type distances for filtered experiments
• Theory of stochastic differential equations with jumps and applications.
• BSDEs with polynomial growth generators
• Dirichlet forms and semilinear elliptic equations with measure data
• \(L^p\) estimates for fully coupled FBSDEs with jumps
• BSDEs with jumps, optimization and applications to dynamic risk measures
• \(L^p\) solutions of backward stochastic differential equations.
• BSDEs with monotone generator driven by Brownian and Poisson noises in a general filtration
• Backward stochastic differential equations and integral-partial differential equations
• Necessary Conditions for Optimal Control of Stochastic Systems with Random Jumps

This page was built for publication: \(\mathbb{L}^p\) \((p\geq 2)\)-solutions of generalized BSDEs with jumps and monotone generator in a general filtration