Generalized backward doubly stochastic differential equations driven by Lévy processes with continuous coefficients
From MaRDI portal
Publication:1928126
DOI10.1007/s10114-012-0506-4zbMath1259.60063arXiv1011.3218OpenAlexW2064930447MaRDI 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 processescomparison theorembackward doubly stochastic differential equationsTeugels martingalescontinuous and linear growth conditions
Central limit and other weak theorems (60F05) Stochastic partial differential equations (aspects of stochastic analysis) (60H15)
Related Items (5)
Generalized backward doubly stochastic differential equations driven by Lévy processes with discontinuous and linear growth coefficients ⋮ Penalization method for reflected BDSDEs with two-sided jumps and driven by Lévy process ⋮ Lp - estimates of solutions of backward doubly stochastic differential equations ⋮ Infinite horizon forward-backward doubly stochastic differential equations and related SPDEs ⋮ Backward doubly SDEs with continuous and stochastic linear growth coefficients
Cites Work
- Unnamed Item
- Zero-sum stochastic differential games and backward equations
- Stochastic PDIEs with nonlinear Neumann boundary conditions and generalized backward doubly stochastic differential equations driven by Lévy processes
- Backward doubly stochastic differential equations and systems of quasilinear SPDEs
- Backward stochastic differential equations with continuous coefficient
- BSDEs with polynomial growth generators
- Chaotic and predictable representations for Lévy processes.
- Generalized backward doubly stochastic differential equations and SPDEs with nonlinear Neumann boundary conditions
- On comparison theorem and solutions of BSDEs for Lévy processess
- BSDEs and risk-sensitive control, zero-sum and nonzero-sum game problems of stochastic functional differential equations.
- Lp -solution of reflected generalized BSDEs with non-Lipschitz coefficients
- Backward stochastic differential equations and integral-partial differential equations
- Probabilistic interpretation for systems of quasilinear parabolic partial differential equations
- Résultats d'existence et d'unicité pour des équations différentielles stochastiques rétrogrades avec des générateurs à croissance quadratique
- Backward Stochastic Differential Equations in Finance
- Comparison Theorems of Backward Doubly Stochastic Differential Equations and Applications
- SCALING LIMITS FOR TIME-FRACTIONAL DIFFUSION-WAVE SYSTEMS WITH RANDOM INITIAL DATA
- Weak solutions for SPDE's and backward doubly stochastic differential equations
- Backward stochastic differential equations and Feynman-Kac formula for Lévy processes, with applications in finance
- Stochastic PDEs driven by nonlinear noise and backward doubly SDEs
This page was built for publication: Generalized backward doubly stochastic differential equations driven by Lévy processes with continuous coefficients