\(\mathbb{L}^p\) \((p\geq 2)\)-solutions of generalized BSDEs with jumps and monotone generator in a general filtration
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Publication:522550
DOI10.15559/17-VMSTA73zbMath1361.60041arXiv1704.02132OpenAlexW2587148210MaRDI QIDQ522550
M'hamed Eddahbi, Imade Fakhouri, Youssef Ouknine
Publication date: 18 April 2017
Published in: Modern Stochastics. Theory and Applications (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1704.02132
jumpscomparison theoremgeneralized backward stochastic differential equations\(\mathbb{L}^p\)-solutionsmonotone generator
Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stochastic integral equations (60H20) (L^p)-limit theorems (60F25)
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