$L^p$ (p ≥ 2)-solutions of generalized BSDEs with jumps and monotone generator in a general filtration

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 prove the existence and uniqueness of $L^p$ (p ≥ 2)-solutions in the case of a fixed terminal time under suitable p-integrability conditions on the data. Then, we extend these results to the case of a random terminal time. Furthermore, we provide a comparison result in dimension 1.

AEE3420: Digital Signal Processing

Digital Signal Processing 

ملحقات المادة الدراسية

MATH1120: Linear Algebra and Vector Analysis

Linear Algebra and Vector Analysis

ملحقات المادة الدراسية
أهلاً بك في موقعي الشخصي..

STAT 223 - Theory of Statistics 1

Credit Hours: 3 (2+1)

Beneficiaries: College of Science.   
 

Text Book:
Introduction to Mathematical Statistics, 2005, Sixth Edition by R. Hogg, J. McKean, and A. Craig, Prentice Hall.

Reference Books:  

ملحقات المادة الدراسية

الصفحات

اشترك ب KSU Faculty آر.إس.إس