OpenAlex | $\mathbb {L}^p(p\ge 2)$-solutions of generalized BSDEs with jumps and monotone generator in a general filtration

$\mathbb {L}^p(p\ge 2)$-solutions of generalized BSDEs with jumps and monotone generator in a general filtration

Work

Year: 2017

Type: article

Abstract: In this paper, we study multidimensional generalized BSDEs that have a monotone generator in a general filtration supporting a Brownian motion and an independent Poisson random measure. First, we prov... more

Source: Modern Stochastics Theory and Applications

Authors Mhamed Eddahbi, Imade Fakhouri, Youssef Ouknine

Institutions Cadi Ayyad University, Hassan II Academy of Science and Technology

Cites: 23

Cited by: 7

Related to: 10

FWCI: 0.923

Citation percentile (by year/subfield): 77.11

Topic: Stochastic processes and financial applications

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: diamond