Stochastic PDIEs with nonlinear Neumann boundary conditions and generalized backward doubly stochastic differential equations driven by Lévy processes (Q1023327): Difference between revisions
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Revision as of 01:04, 20 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Stochastic PDIEs with nonlinear Neumann boundary conditions and generalized backward doubly stochastic differential equations driven by Lévy processes |
scientific article |
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Stochastic PDIEs with nonlinear Neumann boundary conditions and generalized backward doubly stochastic differential equations driven by Lévy processes (English)
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11 June 2009
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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.
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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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Neumann boundary condition
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