Backward doubly stochastic differential equation driven by Lévy process: a comparison theorem (Q485441)
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scientific article; zbMATH DE number 6385203
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| English | Backward doubly stochastic differential equation driven by Lévy process: a comparison theorem |
scientific article; zbMATH DE number 6385203 |
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Backward doubly stochastic differential equation driven by Lévy process: a comparison theorem (English)
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9 January 2015
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backward doubly stochastic differential equation
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Lévy process
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Poisson random measure
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Itō's formula
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Gronwall lemma
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0.9140310883522034
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0.8744692206382751
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0.8674361109733582
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0.8630775809288025
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0.852791965007782
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