Stochastic PDIEs with nonlinear Neumann boundary conditions and generalized backward doubly stochastic differential equations driven by Lévy processes (Q1023327): Difference between revisions

A new class of generalized backward doubly stochastic differential equations driven by Teugels martingales associated with Levy process and the integral with respect to an adapted continuous increasinig process is investigated. The existence and uniqueness of solutions to these equations are considered. A probabilistic interpretation for solutions to a class of stochastic partial differential equations with a nonlinear Neumann boundary is given.