Journal of the Korean Mathematical Society (대한수학회지)

Korean Mathematical Society (대한수학회)
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𝔻-SOLUTIONS OF BSDES WITH POISSON JUMPS

  • Hassairi, Imen (School of Mathematical Sciences Wenzhou-Kean University)
  • Received : 2021.10.09
  • Accepted : 2022.09.26
  • Published : 2022.11.01
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Abstract

In this paper, we study backward stochastic differential equations (BSDEs shortly) with jumps that have Lipschitz generator in a general filtration supporting a Brownian motion and an independent Poisson random measure. Under just integrability on the data we show that such equations admit a unique solution which belongs to class 𝔻.

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References

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