L^p-solution for BSDEs with jumps in the case p<2: Corrections to the paper `BSDEs with monotone generator driven by Brownian and Poisson noises in a general filtration'
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Publication:4584694
Abstract: In [8] we established existence and uniqueness of solutions of backward stochastic differential equations in L^p under a monotonicity condition on the generator and in a general filtration. There was a mistake in the case 1 extless{} p extless{} 2. Here we give a corrected proof. Moreover the quasi-left continuity condition on the filtration is removed.
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Cites work
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- BSDEs with monotone generator driven by Brownian and Poisson noises in a general filtration
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- scientific article; zbMATH DE number 3776286 (Why is no real title available?)
- Limit behaviour of BSDE with jumps and with singular terminal condition
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Cited in
(22)- Existence and uniqueness results for BSDE with jumps: the whole nine yards
- Jump-filtration consistent nonlinear expectations with \(\mathbb{L}^p\) domains
- Backward stochastic differential equations with non-Markovian singular terminal conditions for general driver and filtration
- \(L^p\)-solutions and comparison results for Lévy-driven backward stochastic differential equations in a monotonic, general growth setting
- Limit behaviour of the minimal solution of a BSDE with singular terminal condition in the non Markovian setting
- Existence, uniqueness and comparison results for BSDEs with Lévy jumps in an extended monotonic generator setting
- On \(g\)-evaluations with \(\mathbb{L}^p\) domains under jump filtration
- Nonlinear Monte Carlo schemes for counterparty risk on credit derivatives
- Backward stochastic Volterra integral equations with jumps in a general filtration
- Mean square rate of convergence for random walk approximation of forward-backward SDEs
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- \(\mathbb{L}^p\) \((p\geq 2)\)-solutions of generalized BSDEs with jumps and monotone generator in a general filtration
- Corrigendum to “Stability of solutions of BSDEs with random terminal time”
- 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
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- Reflected BSEs, reflected BSDEs and fixed-point problems
- \(\mathbb{L}^p\)-solutions of backward stochastic differential equations with default time
- On the \(\mathbb{L}^p\)-solution for BSDELs with continuous or left continuous coefficient
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