Existence, uniqueness and comparison results for BSDEs with Lévy jumps in an extended monotonic generator setting

DOI10.1186/s41546-018-0034-yzbMath1444.60051arXiv1711.01449OpenAlexW2767872341WikidataQ92914454 ScholiaQ92914454MaRDI QIDQ2296120

Christel Geiss, Alexander Steinicke

Publication date: 17 February 2020

Published in: Probability, Uncertainty and Quantitative Risk (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1711.01449

zbMATH Keywords

comparison theoremexistence and uniquenessbackward stochastic differential equationLévy process

Mathematics Subject Classification ID

Processes with independent increments; Lévy processes (60G51) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10)

Related Items (6)

On the Monotone Stability Approach to BSDEs with Jumps: Extensions, Concrete Criteria and Examples ⋮ Existence, uniqueness and Malliavin differentiability of Lévy-driven BSDEs with locally Lipschitz driver ⋮ \( \mathbb{L}^2\)-solutions of multidimensional generalized BSDEs with weak monotonicity and general growth generators in a general filtration ⋮ Representation of solutions to 2BSDEs in an extended monotonicity setting ⋮ Correction to: ``Existence, uniqueness and comparison results for BSDEs with Lévy jumps in an extended monotonic generator setting ⋮ \(L^p\)-solutions and comparison results for Lévy-driven backward stochastic differential equations in a monotonic, general growth setting

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