Stochastic processes and financial applicationsRisk and Portfolio OptimizationStability and Controllability of Differential Equations
DOI: 10.1515/rose-2026-2007

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

Citation format

SAOULI, M. A. Multidimensional generalized discontinuous BSDEs with weak monotonicity and general growth coefficients. Random Operators and Stochastic Equations, 2026.