Title: The stability property under Mémin's framework.

 

Abstract: In this talk we will discuss initially the stability property of special semimartingales, where we refine the result obtained by Mémin (2003). Then we focus on the special case where the sequence of semimartingales consists of solutions of Backward Stochastic Differential Equations with Jumps, in short BSDEJ, and we provide a suitable framework for obtaining the stability property of BSDEJ. The presented results are available in Papapantoleon, Possamaï, Saplaouras (2017), and Saplaouras (2017).