L^p -solution for BSDEs with jumps in the case p < 2. Corrections to the paper "BSDEs with monotone generator driven by Brownian and Poisson noises in a general filtration".
Résumé
In [8] we established existence and uniqueness of solutions of backward stochastic differential equations in L^p under a monotonicity condition on the generator and in a general filtration. There was a mistake in the case 1 < p < 2. Here we give a corrected proof. Moreover the quasi-left continuity condition on the filtration is removed.
Domaines
Probabilités [math.PR]| Origine | Fichiers produits par l'(les) auteur(s) |
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