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

DOI10.1016/j.cam.2008.10.027zbMath1173.60023OpenAlexW2011210467MaRDI 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 conditionLévy processTeugels martingalebackward doubly stochastic differential equationstochastic partial differential integral equation

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Ordinary differential equations and systems with randomness (34F05) Stochastic integrals (60H05) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Stochastic integral equations (60H20)

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