BDSDE with Poisson jumps under stochastic Lipschitz and linear growth conditions (Q4687205)
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 6951550
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | BDSDE with Poisson jumps under stochastic Lipschitz and linear growth conditions |
scientific article; zbMATH DE number 6951550 |
Statements
BDSDE with Poisson jumps under stochastic Lipschitz and linear growth conditions (English)
0 references
11 October 2018
0 references
backward doubly stochastic differential equation
0 references
Poisson random measure
0 references
stochastic Lipschitz condition
0 references
0 references
0 references
0.9013456106185912
0 references
0.8702107071876526
0 references
0.8579555153846741
0 references
