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L^p -solution for BSDEs with jumps in the case p \textless{} 2. Corrections to the paper "BSDEs with monotone generator driven by Brownian and Poisson noises in a general filtration"

Published 31 Jan 2017 in math.PR | (1701.09071v1)

Abstract: In [8] we established existence and uniqueness of solutions of backward stochastic differential equations in Lp under a monotonicity condition on the generator and in a general filtration. There was a mistake in the case 1 \textless{} p \textless{} 2. Here we give a corrected proof. Moreover the quasi-left continuity condition on the filtration is removed.

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