Title

D-SOLUTIONS OF BSDES WITH POISSON JUMPS

Authors

Imen Hassairi, Wenzhou-Kean University

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