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arXiv · 1711.08167

D-solutions of BSDEs with Poisson jumps

Imen Hassairi
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Abstract

In this paper, we study backward stochastic differential equations (BSDEs shortly) with jumps that have Lipschitz generator in a general filtration supporting a Brownian motion and an independent Poisson random measure. Under just integrability on the data we show that such equations admits a unique solution which belongs to class D.

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Imen Hassairi. 2017-11-22. D-solutions of BSDEs with Poisson jumps. https://arxiv.org/abs/1711.08167

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