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

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Stochastic PDIEs and backward doubly stochastic differential equations driven by Lévy processes
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    Stochastic PDIEs and backward doubly stochastic differential equations driven by Lévy processes (English)
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    7 January 2009
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    backward doubly stochastic differential equation
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    stochastic partial differential integral equation
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    Lévy process
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    Teugels martingale
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