Journal of the
Korean Mathematical Society JKMS

ISSN(Print) 0304-9914 ISSN(Online) 2234-3008
qr-code QR
Code

Article

HOME ALL ARTICLES View

J. Korean Math. Soc. 2022; 59(6): 1083-1101

Online first article October 23, 2022      Printed November 1, 2022

https://doi.org/10.4134/JKMS.j210626

Copyright © The Korean Mathematical Society.

$\mathbb{D}$-solutions of BSDEs with Poisson jumps

Imen Hassairi

Wenzhou-Kean University

Abstract

Go to

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 $\mathbb{D}$.

Keywords: Backward SDEs, Poisson point process, Lipschitz generator, $\mathbb{L}^p$-solution

MSC numbers: Primary 60G40, 60H10, 60H30

Article Tools

Stats or Metrics

Share this article on :

Related articles in JKMS