D-SOLUTIONS OF BSDES WITH POISSON JUMPS
Document Type
Article
Publication Date
11-1-2022
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.
Publication Title
Journal of the Korean Mathematical Society
First Page Number
1083
Last Page Number
1101
DOI
10.4134/JKMS.j210626
Recommended Citation
Hassairi, Imen, "D-SOLUTIONS OF BSDES WITH POISSON JUMPS" (2022). Kean Publications. 514.
https://digitalcommons.kean.edu/keanpublications/514