eldorado.tu-dortmund.de/server/api/core/bitstreams/17ed61bf-edc9-4c51-a2df-417d35dccbf8/content
existence and uniqueness with a generalized filtration under weak assumptions, e.g., Kruse & Popier (2016), Yao (2017), and Eddahbi et al.
∗Faculty of Economics, University of Duisburg-Essen, Universitätsstr [...] We refer to Barles et al. (1997), Briand et al. (2003), Buckdahn & Pardoux (1994), Kruse & Popier (2016) and Eddahbi et al. (2017). Some of their techniques also provide to be useful for the derivation [...] ||Us||2L2
ν̄n ds )p/2+ Cp
( 2K4
ε
)p/2 E
( T
0 ||δUs||2L2
νn ds )p/2 .
As in Kruse & Popier (2016) (see also Dzhaparidze & Valkeila 1990) we use the bounds
E
( T
0 ||Us||2L2
ν̄n ds )p/2 ≤ dpE …
