Stochastic PDIEs with nonlinear Neumann boundary conditions and generalized backward doubly stochastic differential equations driven by Lévy processes

DOI10.1016/j.cam.2008.10.027zbMath1173.60023MaRDI QIDQ1023327

Yong Ren, Lanying Hu

Publication date: 11 June 2009

Published in: Journal of Computational and Applied Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.cam.2008.10.027

zbMATH Keywords

Neumann boundary condition; Lévy process; Teugels martingale; backward doubly stochastic differential equation; stochastic partial differential integral equation

Mathematics Subject Classification ID

60H10: Stochastic ordinary differential equations (aspects of stochastic analysis)

34F05: Ordinary differential equations and systems with randomness

60H05: Stochastic integrals

60H15: Stochastic partial differential equations (aspects of stochastic analysis)

60H20: Stochastic integral equations

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