Multidimensional generalized BSDEs exhibit unique solutions with weak monotonicity and growth conditions, indicating promising mathematical frameworks.
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
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Mostapha Abdelouahab Saouli (2026) studied this question.
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