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

Thomas Kruse (1) , Alexandre Popier (2)

1 Universität Duisburg-Essen = University of Duisburg-Essen [Essen]
2 LMM - Laboratoire Manceau de Mathématiques

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 < p < 2. Here we give a corrected proof. Moreover the quasi-left continuity condition on the filtration is removed.

Domaines: Probabilités [math.PR]

Thomas Kruse, Alexandre Popier. L^p -solution for BSDEs with jumps in the case p < 2. Corrections to the paper "BSDEs with monotone generator driven by Brownian and Poisson noises in a general filtration".. 2017. ⟨hal-01450966⟩