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".

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Publication date
2017
Publication type
Other
Summary 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.
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