{
  "id": "1711.08167",
  "version": "v1",
  "published": "2017-11-22T08:01:19.000Z",
  "updated": "2017-11-22T08:01:19.000Z",
  "title": "D-solutions of BSDEs with Poisson jumps",
  "authors": [
    "Imen Hassairi"
  ],
  "categories": [
    "math.PR"
  ],
  "abstract": "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.",
  "revisions": [
    {
      "version": "v1",
      "updated": "2017-11-22T08:01:19.000Z"
    }
  ],
  "analyses": {
    "keywords": [
      "poisson jumps",
      "independent poisson random measure",
      "study backward stochastic differential equations",
      "d-solutions",
      "general filtration"
    ],
    "note": {
      "typesetting": "TeX",
      "pages": 0,
      "language": "en",
      "license": "arXiv",
      "status": "editable"
    }
  }
}