Generalized BSDEs driven by RCLL martingales with stochastic monotone coefficients

DOI10.15559/23-VMSTA239MaRDI QIDQ6494477FDOQ6494477

Authors: Badr Elmansouri, Mohamed El Otmani 

Publication date: 30 April 2024

Published in: Modern Stochastics. Theory and Applications (Search for Journal in Brave)

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zbMATH Keywords

Yosida approximationstochastic Lipschitz coefficientRCLL martingalegeneralized BSDEs with jumpsstochastic monotone coefficient

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Ordinary differential equations and systems with randomness (34F05) Applications of stochastic analysis (to PDEs, etc.) (60H30)

Cites Work

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• On solutions of backward stochastic differential equations with jumps and applications
• On the solution of forward-backward SDEs with monotone and continuous coefficients
• Generalized BSDE driven by a Lévy process
• BSDEs driven by multidimensional martingales and their applications to markets with funding costs
• Existence, uniqueness and strict comparison theorems for BSDEs driven by RCLL martingales

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