SPDIEs and BSDEs driven by Lévy processes and countable Brownian motions (Q739898): Difference between revisions

Summary: The paper is devoted to solving a new class of backward stochastic differential equations driven by Lévy processes and countable Brownian motions. We prove the existence and uniqueness of the solutions to the backward stochastic differential equations by constructing a Cauchy sequence and using a fixed point theorem. Moreover, we give a probabilistic solution of stochastic partial differential-integral equations by means of the solution of backward stochastic differential equations. Finally, we give an example to illustrate the results.