L^p -solution for BSDEs with jumps in the case p \textless 2. Corrections to the paper "BSDEs with monotone generator driven by Brownian and Poisson noises in a general filtration"

2017/01/31 by Kruse, Thomas, Popier, Alexandre
#FOS: Mathematics #Probability (math.PR)

paper · doi:10.48550/arxiv.1701.09071

Abstract

In [8] we established existence and uniqueness of solutions of backward stochastic differential equations in L^p under a monotonicity condition on the generator and in a general filtration. There was a mistake in the case 1 \textless p \textless 2. Here we give a corrected proof. Moreover the quasi-left continuity condition on the filtration is removed.

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