BSDEs with monotone generator driven by Brownian and Poisson noises in a general filtration
BSDEs with monotone generator driven by Brownian and Poisson noises in a general filtration
We analyze multidimensional BSDEs in a filtration that supports a Brownian motion and a Poisson random measure. Under a monotonicity assumption on the driver, the paper extends several results from the literature. We establish existence and uniqueness of solutions in provided that the generator and the terminal condition satisfy appropriate …