\(L^p\)-solutions and comparison results for Lévy-driven backward stochastic differential equations in a monotonic, general growth setting (Q2116478)

In the present article, the authors show that the solutions of backward stochastic differential equations (BSDE) driven by a Lévy process for \(1 < p < 2\) are even contained in the usual \(L^p\) spaces as defined for \( p \ge 2\). Their results seems to extend some important results given by \textit{T. Kruse} and \textit{A. Popier} [Stochastics 88, No. 4, 491--539 (2016; Zbl 1337.60123); Stochastics 89, No. 8, 1201--1227 (2017; Zbl 1394.60064)], \textit{C. Geiss} and \textit{A. Steinicke} [Probab. Uncertain. Quant. Risk 3, Paper No. 9, 33 p. (2018; Zbl 1444.60051)], \textit{S. Yao} [Stochastic Processes Appl. 127, No. 11, 3465--3511 (2017; Zbl 1381.60095)] or \textit{A. B. Sow} [Braz. J. Probab. Stat. 28, No. 1, 96--108 (2014; Zbl 1291.60123)].