Backward doubly stochastic differential equation driven by Lévy process: a comparison theorem (Q485441): Difference between revisions
From MaRDI portal
Set OpenAlex properties. |
Created claim: Wikidata QID (P12): Q115375875, #quickstatements; #temporary_batch_1711574657256 |
||
Property / Wikidata QID | |||
Property / Wikidata QID: Q115375875 / rank | |||
Normal rank |
Revision as of 22:37, 27 March 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Backward doubly stochastic differential equation driven by Lévy process: a comparison theorem |
scientific article |
Statements
Backward doubly stochastic differential equation driven by Lévy process: a comparison theorem (English)
0 references
9 January 2015
0 references
backward doubly stochastic differential equation
0 references
Lévy process
0 references
Poisson random measure
0 references
Itō's formula
0 references
Gronwall lemma
0 references