Multivalued stochastic partial differential-integral equations via backward doubly stochastic differential equations driven by a Lévy process (Q352763): Difference between revisions
From MaRDI portal
Set profile property. |
Changed an Item |
||
| Property / arXiv ID | |||
| Property / arXiv ID: 1011.3060 / rank | |||
Normal rank | |||
Revision as of 13:55, 18 April 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Multivalued stochastic partial differential-integral equations via backward doubly stochastic differential equations driven by a Lévy process |
scientific article |
Statements
Multivalued stochastic partial differential-integral equations via backward doubly stochastic differential equations driven by a Lévy process (English)
0 references
5 July 2013
0 references
backward doubly stochastic differential equation
0 references
subdifferential operator
0 references
Lévy process
0 references
Teugels martingale
0 references
multivalued stochastic partial differential-integral equation
0 references
