Stochastic PDIEs and backward doubly stochastic differential equations driven by Lévy processes (Q2378265)
From MaRDI portal
!
This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use the normal view instead:
scientific article; zbMATH DE number 5486394
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Stochastic PDIEs and backward doubly stochastic differential equations driven by Lévy processes |
scientific article; zbMATH DE number 5486394 |
Statements
Stochastic PDIEs and backward doubly stochastic differential equations driven by Lévy processes (English)
0 references
7 January 2009
0 references
backward doubly stochastic differential equation
0 references
stochastic partial differential integral equation
0 references
Lévy process
0 references
Teugels martingale
0 references
0 references
0 references
0.935340404510498
0 references
0.9150802493095398
0 references
0.894533097743988
0 references
0.8804703950881958
0 references
