L^p-solutions and comparison results for Lévy-driven backward stochastic differential equations in a monotonic, general growth setting

DOI10.1007/S10959-020-01056-3OpenAlexW3109947532WikidataQ115382030 ScholiaQ115382030MaRDI QIDQ2116478FDOQ2116478

Stefan Kremsner, Alexander Steinicke

Publication date: 17 March 2022

Published in: Journal of Theoretical Probability (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1909.06181

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zbMATH Keywords

backward stochastic differential equation\(L^p\)-solutionspredictable versionLévy process

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10)

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Cited In (3)

• $L^p$-Solutions and Comparison Results for L\'evy Driven BSDEs in a Monotonic, General Growth Setting
• \(L^p\)-solution for BSDEs driven by a Lévy process
• On comparison theorem and solutions of BSDEs for Lévy processess

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