Reflected backward doubly stochastic differential equations driven by a Lévy process with stochastic Lipschitz condition (Q2449229)
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scientific article; zbMATH DE number 6292708
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| English | Reflected backward doubly stochastic differential equations driven by a Lévy process with stochastic Lipschitz condition |
scientific article; zbMATH DE number 6292708 |
Statements
Reflected backward doubly stochastic differential equations driven by a Lévy process with stochastic Lipschitz condition (English)
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7 May 2014
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reflected backward doubly stochastic differential equation
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Lévy process
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Teugels martingale
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stochastic Lipschitz condition
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0.9577470421791076
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0.9253090023994446
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0.9160065054893494
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0.8938112258911133
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0.890399694442749
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