On Backward Stochastic Differential Equations (BSDEs) with jumps of infinite activity

Diploma Thesis from the year 2011 in the subject Mathematics - Stochastics grade: 10 Humboldt-University of Berlin (Mathematik) language: English abstract: This diploma thesis is concerned with backward stochastic differential equations (BSDEs) with jumps which are driven by a Brownian Motion and a random measure. We derive existence and uniqueness results for bounded solutions to such BSDEs when the generator posses a certain monotonicity property instead of the usual global Lipschitz condition. Starting with results in the case of finite activity considering generators of difference type and showing a comparison theorem allows us to advance to the case of infinite activity.