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arXiv:1412.4622 [math.PR]AbstractReferencesReviewsResources

BSDEs with jumps in a general filtration

T Kruse, A Popier

Published 2014-12-15Version 1

In this paper, we show existence and uniqueness of the solution of a multidimensional backward stochastic differential equation (BSDE). The aim is to extend several results on BSDE (L p solutions, jumps, monotonicity, terminal random time, etc.) without assumption on the filtration.

Categories: math.PR
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