Generalized backward doubly stochastic differential equations driven by Lévy processes with continuous coefficients
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Publication:1928126
DOI10.1007/s10114-012-0506-4zbMath1259.60063arXiv1011.3218MaRDI QIDQ1928126
Publication date: 2 January 2013
Published in: Acta Mathematica Sinica. English Series (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1011.3218
Lévy processes; comparison theorem; backward doubly stochastic differential equations; Teugels martingales; continuous and linear growth conditions
60F05: Central limit and other weak theorems
60H15: Stochastic partial differential equations (aspects of stochastic analysis)
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