Stochastic PDIEs and backward doubly stochastic differential equations driven by Lévy processes (Q2378265)
From MaRDI portal
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Stochastic PDIEs and backward doubly stochastic differential equations driven by Lévy processes |
scientific article |
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