Work

Multidimensional generalized discontinuous BSDEs with weak monotonicity and general growth coefficients

Year: 2026

Type: article

Abstract: In this paper, we establish the existence and uniqueness of a solution for multidimensional generalized backward stochastic differential equations where the noise is driven by a Brownian motion and an independent Poisson random measure. We consider the case where the generators are weakly monotone and satisfy a general growth condition. Our results are derived using a priori estimates, the convolution approach and truncation techniques

Source: Random Operators and Stochastic Equations

DOI: 10.1515/rose-2026-2007

Author: Mostapha Abdelouahab Saouli

Institution: University of Ouargla

Language: English

Topic: Stochastic processes and financial applications

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: hybrid

Estimated APC paid: $2,712

OpenAlex ID: W7162564197

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Cites: 13

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