D-SOLUTIONS OF BSDES WITH POISSON JUMPS
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.
Journal of the Korean Mathematical Society
First Page Number
Last Page Number
Hassairi, Imen, "D-SOLUTIONS OF BSDES WITH POISSON JUMPS" (2022). Kean Publications. 514.