Generalized backward doubly stochastic differential equations driven by Lévy processes with continuous coefficients (Q1928126): Difference between revisions
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Revision as of 02:27, 20 February 2024
scientific article
| Language | Label | Description | Also known as |
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| English | 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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