L^p -solution for BSDEs with jumps in the case p textless{} 2. Corrections to the paper "BSDEs with monotone generator driven by Brownian and Poisson noises in a general filtration"
classification
🧮 math.PR
keywords
filtrationtextlessbsdescaseconditiongeneralgeneratorbackward
read the original abstract
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 \textless{} p \textless{} 2. Here we give a corrected proof. Moreover the quasi-left continuity condition on the filtration is removed.
This paper has not been read by Pith yet.
discussion (0)
Sign in with ORCID, Apple, or X to comment. Anyone can read and Pith papers without signing in.