Generalized backward doubly stochastic differential equations driven by Lévy processes with continuous coefficients (Q1928126)
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scientific article
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| English | Generalized backward doubly stochastic differential equations driven by Lévy processes with continuous coefficients |
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Generalized backward doubly stochastic differential equations driven by Lévy processes with continuous coefficients (English)
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2 January 2013
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backward doubly stochastic differential equations
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Lévy processes
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Teugels martingales
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comparison theorem
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continuous and linear growth conditions
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0.98002017
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0.97588277
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0.9574865
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0.94871455
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0.9425294
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0.9407138
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0.94008833
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0.93784976
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0.93659794
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