In this paper, we study backward stochastic differential equations (BSDEs shortly) with jumps that have Lipschitz generator in a general filtration supporting a Brownian motion and an independent Poisson random measure. Under just integrability on the data we show that such equations admits a unique solution which belongs to class D.
Reflected BSDEs when the obstacle is not right-continuous in a general filtration
Well-posedness of Backward Stochastic Differential Equations with General Filtration
Reflected BSDEs with two completely separated barriers and regulated trajectories in general filtration
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