{
  "id": "1412.4622",
  "version": "v1",
  "published": "2014-12-15T14:52:20.000Z",
  "updated": "2014-12-15T14:52:20.000Z",
  "title": "BSDEs with jumps in a general filtration",
  "authors": [
    "T Kruse",
    "A Popier"
  ],
  "categories": [
    "math.PR"
  ],
  "abstract": "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.",
  "revisions": [
    {
      "version": "v1",
      "updated": "2014-12-15T14:52:20.000Z"
    }
  ],
  "analyses": {
    "keywords": [
      "general filtration",
      "multidimensional backward stochastic differential equation",
      "terminal random time",
      "uniqueness"
    ],
    "note": {
      "typesetting": "TeX",
      "pages": 0,
      "language": "en",
      "license": "arXiv",
      "status": "editable",
      "adsabs": "2014arXiv1412.4622K"
    }
  }
}