Generalized backward doubly stochastic differential equations driven by Lévy processes with continuous coefficients (Q1928126)

From MaRDI portal
scientific article
Language Label Description Also known as
English
Generalized backward doubly stochastic differential equations driven by Lévy processes with continuous coefficients
scientific article

    Statements

    Generalized backward doubly stochastic differential equations driven by Lévy processes with continuous coefficients (English)
    0 references
    0 references
    0 references
    2 January 2013
    0 references
    0 references
    backward doubly stochastic differential equations
    0 references
    Lévy processes
    0 references
    Teugels martingales
    0 references
    comparison theorem
    0 references
    continuous and linear growth conditions
    0 references
    0 references
    0 references
    0 references