BSDEs with monotone generator driven by Brownian and Poisson noises in a general filtration

DOI10.1080/17442508.2015.1090990zbMath1337.60123arXiv1412.4622OpenAlexW2162153745MaRDI QIDQ2804558

Thomas Kruse, Alexandre Popier

Publication date: 4 May 2016

Published in: Stochastics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1412.4622

zbMATH Keywords

jumpsBrownian motionbackward stochastic differential equationsPoisson random measuregeneral filtration

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Brownian motion (60J65) Random measures (60G57) Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55)

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