Backward doubly stochastic differential equation driven by Lévy process: a comparison theorem (Q485441): Difference between revisions
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Revision as of 22:29, 19 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Backward doubly stochastic differential equation driven by Lévy process: a comparison theorem |
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Backward doubly stochastic differential equation driven by Lévy process: a comparison theorem (English)
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9 January 2015
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backward doubly stochastic differential equation
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Lévy process
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Poisson random measure
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Itō's formula
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Gronwall lemma
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