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

DOI10.1007/s10959-020-01056-3OpenAlexW3109947532WikidataQ115382030 ScholiaQ115382030MaRDI QIDQ2116478

Stefan Kremsner, Alexander Steinicke

Publication date: 17 March 2022

Published in: Journal of Theoretical Probability (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1909.06181

zbMATH Keywords

backward stochastic differential equationLévy process\(L^p\)-solutionspredictable version

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10)

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