Existence, uniqueness and comparison results for BSDEs with Lévy jumps in an extended monotonic generator setting
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Publication:2296120
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
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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