Multidimensional generalized discontinuous BSDEs with weak monotonicity and general growth coefficients

Abstract In this paper, we establish the existence and uniqueness of a solution for multidimensional generalized backward stochastic differential equations where the noise is driven by a Brownian motion and an independent Poisson random measure. We consider the case where the generators are weakly monotone and satisfy a general growth condition. Our results are derived using a priori estimates, the convolution approach and truncation techniques

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Publication Details

Journal
Random Operators and Stochastic Equations
Published
2026-05-27
DOI
https://doi.org/10.1515/rose-2026-2007
Primary Topic
Stochastic processes and financial applications
Type
article
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article

Multidimensional generalized discontinuous BSDEs with weak monotonicity and general growth coefficients

Mostapha Abdelouahab Saouli
Random Operators and Stochastic Equations
Stochastic processes and financial applications
article

Multidimensional generalized discontinuous BSDEs with weak monotonicity and general growth coefficients

Mostapha Abdelouahab Saouli
article en

Abstract

Abstract In this paper, we establish the existence and uniqueness of a solution for multidimensional generalized backward stochastic differential equations where the noise is driven by a Brownian motion and an independent Poisson random measure. We consider the case where the generators are weakly monotone and satisfy a general growth condition. Our results are derived using a priori estimates, the convolution approach and truncation techniques

Random Operators and Stochastic Equations
University of Ouargla (DZ)
Openalex Percentile: Top 4%
Stochastic processes and financial applications
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