BSDEs with jumps in a general filtration
Résumé
In this paper, we show existence and uniqueness of the solution of a multidimensional backward stochastic differential equation (BSDE). The aim is to extend several results on BSDE (L p solutions, jumps, monotonicity, terminal random time, etc.) without assumption on the filtration.
Domaines
Probabilités [math.PR]Origine | Fichiers produits par l'(les) auteur(s) |
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