Stochastic PDIEs and backward doubly stochastic differential equations driven by Lévy processes (Q2378265)
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scientific article
Language | Label | Description | Also known as |
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English | Stochastic PDIEs and backward doubly stochastic differential equations driven by Lévy processes |
scientific article |
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Stochastic PDIEs and backward doubly stochastic differential equations driven by Lévy processes (English)
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7 January 2009
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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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