Stochastic PDIEs and backward doubly stochastic differential equations driven by Lévy processes (Q2378265): Difference between revisions

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-Ai-Hong Lin
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+Ai-Hong Lin
@@ Property / author: Ai-Hong Lin / rank @@
+Normal rank
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+W2071774526
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+.2076
@@ Property / arXiv ID: 0807.2076 / rank @@
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@@ Property / cites work @@
+Adapted solution of a backward stochastic differential equation
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+Probabilistic interpretation for systems of quasilinear parabolic partial differential equations
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+Q4029028
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+Backward Stochastic Differential Equations in Finance
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+Backward doubly stochastic differential equations and systems of quasilinear SPDEs
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+Weak solutions for SPDE's and backward doubly stochastic differential equations
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+Stochastic PDEs driven by nonlinear noise and backward doubly SDEs
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+Chaotic and predictable representations for Lévy processes.
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+Backward stochastic differential equations and Feynman-Kac formula for Lévy processes, with applications in finance
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+Q3995203
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+Necessary Conditions for Optimal Control of Stochastic Systems with Random Jumps
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+Reflected backward stochastic differential equations with jumps
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+BSDE associated with Lévy processes and application to PDIE
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