Abstract

Abstract This paper deals with the problem of existence and uniqueness of 𝕃 p {\mathbb{L}^{p}} -solutions for a backward stochastic differential equation in a filtration that supports Lévy processes with p ∈ ( 1 , 2 ) {p\in(1,2)} . However, we will focus on when the data satisfy the appropriate integrability conditions and when the coefficient is Lipschitz.

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