Lp -solution for BSDEs driven by a Levy process

被引：0

作者：

El Jamali, Mohamed ^{[1
]}

机构：

[1] Ibn Zohr Univ, Fac Sci Agadir, Lab Anal & Appl Math LAMA, Agadir, Morocco

来源：

RANDOM OPERATORS AND STOCHASTIC EQUATIONS | 2023年 / 31卷 / 02期

关键词：

Backward stochastic differential equations; Levy process; L-p-solutions; STOCHASTIC DIFFERENTIAL-EQUATIONS;

D O I：

10.1515/rose-2023-2006

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

This paper deals with the problem of existence and uniqueness of L-p-solutions for a backward stochastic differential equation in a filtration that supports Levy processes with p is an element of (1, 2). However, we will focus on when the data satisfy the appropriate integrability conditions and when the coefficient is Lipschitz.

引用

页码：185 / 197

页数：13

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