Reflected backward doubly stochastic differential equations driven by a Lévy process with stochastic Lipschitz condition (Q2449229)
From MaRDI portal
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Reflected backward doubly stochastic differential equations driven by a Lévy process with stochastic Lipschitz condition |
scientific article |
Statements
Reflected backward doubly stochastic differential equations driven by a Lévy process with stochastic Lipschitz condition (English)
0 references
7 May 2014
0 references
reflected backward doubly stochastic differential equation
0 references
Lévy process
0 references
Teugels martingale
0 references
stochastic Lipschitz condition
0 references
0 references