Stochastic PDIEs and backward doubly stochastic differential equations driven by Lévy processes
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Publication:2378265
DOI10.1016/j.cam.2008.03.008zbMath1154.60336arXiv0807.2076OpenAlexW2071774526MaRDI QIDQ2378265
Lanying Hu, Yong Ren, Ai-Hong Lin
Publication date: 7 January 2009
Published in: Journal of Computational and Applied Mathematics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/0807.2076
Lévy processTeugels martingalebackward doubly stochastic differential equationstochastic partial differential integral equation
Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Stochastic integral equations (60H20)
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