\(\mathbb L^p\) solutions of backward stochastic differential equations with jumps

DOI10.1016/j.spa.2017.03.005zbMath1381.60095arXiv1007.2226OpenAlexW1874941428MaRDI QIDQ2408993

Song Yao

Publication date: 10 October 2017

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1007.2226

zbMATH Keywords

backward stochastic differential equations with jumps\(\mathbb{L}^p\) solutionsmonotonic generatorsconvolution with mollifiers

Mathematics Subject Classification ID

Related Items (13)

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 ⋮ \(L^p\)-solution for BSDEs driven by a Lévy process ⋮ Existence and uniqueness of solutions to backward 2D and 3D stochastic convective Brinkman-Forchheimer equations forced by Lévy noise ⋮ Representation of solutions to 2BSDEs in an extended monotonicity setting ⋮ Existence and uniqueness results for BSDE with jumps: the whole nine yards ⋮ A framework of BSDEs with stochastic Lipschitz coefficients ⋮ 𝕃^p solutions of reflected backward stochastic differential equations with jumps ⋮ \(L^p\) solution of backward stochastic differential equations driven by a marked point process ⋮ \(L^1\) solutions of non-reflected BSDEs and reflected BSDEs with one and two continuous barriers under general assumptions ⋮ Existence, uniqueness and comparison results for BSDEs with Lévy jumps in an extended monotonic generator setting ⋮ Mean square rate of convergence for random walk approximation of forward-backward SDEs ⋮ \(L^p\)-solutions and comparison results for Lévy-driven backward stochastic differential equations in a monotonic, general growth setting

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