Generalized BSDEs for time inhomogeneous Lévy processes under non-deterministic Lipschitz coefficient

M. El Jamali
Theory of Stochastic Processes
Vol.26 (42), no.1, 2022, pp.1-12
In this paper, we study the generalized backward stochastic differential equations driven by inhomogeneous Léevy processes (GBSDELs in short). We establish the existence and uniqueness of solution by using Picard's iteration setting under non-deterministic Lipschitz and monotone condition.
DOI: https://doi.org/10.37863/tsp-3130168706-50
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