Generalized BSDE for Lévy processes under stochastic monotone conditions

zbMATH Open1195.60086MaRDI QIDQ971468FDOQ971468

Authors: Zhenyun Xie, Ning-Mao Xia 

Publication date: 14 May 2010

Published in: Indian Journal of Pure \& Applied Mathematics (Search for Journal in Brave)

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zbMATH Keywords

existence and uniquenessTeugels martingalesgeneralized backward stochastic differential equationstochastic monotoneLévy process

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Martingales with continuous parameter (60G44)

Cited In (6)

• \(L^p\)-solutions and comparison results for Lévy-driven backward stochastic differential equations in a monotonic, general growth setting
• Generalized BSDEs for time inhomogeneous Lévy processes under non-deterministic Lipschitz coefficient
• Generalized BSDE driven by a Lévy process
• On generalized reflected BSDEs with Rcll obstacle
• Generalized BSDEs driven by RCLL martingales with stochastic monotone coefficients
• Adapted solutions of generalized BSDE with stochastic monotone coefficients

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