\(\mathbb L^p\) 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

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

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