Anticipated BDSDEs driven by Lévy process with non-Lipschitz coefficients (Q500242)

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Anticipated BDSDEs driven by Lévy process with non-Lipschitz coefficients
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    Anticipated BDSDEs driven by Lévy process with non-Lipschitz coefficients (English)
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    1 October 2015
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    anticipated backward doubly stochastic differential equation
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    random Poisson measure
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    Itō's representation formula
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    Gronwall lemma
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