Generalized BSDE driven by a Lévy process

We study the solution of one-dimensional generalized backward stochastic differential equation driven by Teugels martingales and an independent Brownian motion. We prove existence and uniqueness of the solution when the coefficient verifies some conditions of Lipschitz. If the coefficient is left continuous, increasing, and bounded, we prove the existence of a solution. Copyright © 2006 Mohamed El Otmani. This is an open access article distributed under the Creative Commons Attribution License, which permits unrestricted use, distribution, and reproduction in any medium, provided the original work is properly cited. 1