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
Authors
- Mostapha Abdelouahab Saouli (ORCID: https://orcid.org/0000-0001-7665-4324)
Institutions
- University of Ouargla (DZ)
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
- Field-Weighted Citation Impact
- 0.00