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Lp-solution for BSDEs with jumps in the casep<2

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References

1979Calcul Stochastique et Problèmes de Martingales1,161 cited
2003Lp solutions of backward stochastic differential equations367 cited
2013Backward Stochastic Differential Equations with Jumps and Their Actuarial and Financial Applications160 cited
2015BSDEs with monotone generator driven by Brownian and Poisson noises in a general filtration92 cited
2014On Maximal Inequalities for Purely Discontinuous Martingales in Infinite Dimensions49 cited
2018A unified approach to a priori estimates for supersolutions of BSDEs in general filtrations48 cited
2016Minimal supersolutions for BSDEs with singular terminal condition and application to optimal position targeting45 cited
2015Reflected BSDEs on filtered probability spaces38 cited

Cited by

2018Equilibrium strategies for time-inconsistent stochastic switching systems22 cited
2016A general Doob-Meyer-Mertens decomposition for g-supermartingale systems20 cited
2019Second-order BSDE under monotonicity condition and liquidation problem under uncertainty18 cited
2021Backward stochastic Volterra integral equations with jumps in a general filtration16 cited

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