Generalized backward doubly stochastic differential equations driven by Lévy processes with continuous coefficients (Q1928126): Difference between revisions

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Latest revision as of 01:55, 6 July 2024

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Generalized backward doubly stochastic differential equations driven by Lévy processes with continuous coefficients
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    Generalized backward doubly stochastic differential equations driven by Lévy processes with continuous coefficients (English)
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    2 January 2013
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    backward doubly stochastic differential equations
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    Lévy processes
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    Teugels martingales
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    comparison theorem
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    continuous and linear growth conditions
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