Stochastic PDIEs and backward doubly stochastic differential equations driven by Lévy processes (Q2378265): Difference between revisions
From MaRDI portal
Set OpenAlex properties. |
Changed an Item |
||
| Property / arXiv ID | |||
| Property / arXiv ID: 0807.2076 / rank | |||
Normal rank | |||
Revision as of 05:06, 19 April 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Stochastic PDIEs and backward doubly stochastic differential equations driven by Lévy processes |
scientific article |
Statements
Stochastic PDIEs and backward doubly stochastic differential equations driven by Lévy processes (English)
0 references
7 January 2009
0 references
backward doubly stochastic differential equation
0 references
stochastic partial differential integral equation
0 references
Lévy process
0 references
Teugels martingale
0 references
