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L<sup><i>p</i></sup> Solutions of Backward Stochastic Differential Equations with Jumps

https://doi.org/10.2139/ssrn.2806567
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11/11 checkable references clean · checked 2026-10-10

Every reference with a DOI in the deposited reference list resolved to a known work in Crossref or DataCite at the dated check, and none carried a retraction, withdrawal, or removal notice.

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The 11 checked references that resolve
resolves10.1016/0022-247x(73)90066-8
Conjugate convex functions in optimal stochastic control
resolves10.1155/s1048953300000216
BSDEs with polynomial growth generators
resolves10.1016/s0304-4149(03)00089-9
Lp solutions of backward stochastic differential equations
resolves10.1111/1467-9965.00022
Backward Stochastic Differential Equations in Finance
resolves10.1016/s0924-6509(08)70217-4
North-Holland Mathematical Library
resolves10.1016/0167-6911(90)90082-6
Adapted solution of a backward stochastic differential equation
resolves10.1007/978-3-662-02619-9
Stochastic Integration and Differential Equations
resolves10.1016/S0304-4149(96)00120-2
On solutions of backward stochastic differential equations with jumps and applications
resolves10.1137/s0363012992233858
Necessary Conditions for Optimal Control of Stochastic Systems with Random Jumps
resolves10.1016/j.jmaa.2008.05.072
The adapted solution and comparison theorem for backward stochastic differential equations with Poisson jumps and applications
resolves10.1081/sap-120026113
On Solutions of Forward‐Backward Stochastic Differential Equations with Poisson Jumps
The 3 references without a DOI — listed, not checked
no DOI — not checkedBackward stochastic differential equations with constraints on the gains-process
no DOI — not checkedTheory of martingales
no DOI — not checkedGeneralized discontinuous backward stochastic differential equations
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