Generalized backward doubly stochastic differential equations driven by Lévy processes with continuous coefficients

DOI10.1007/s10114-012-0506-4zbMath1259.60063arXiv1011.3218MaRDI QIDQ1928126

Auguste Aman, Jean-Marc Owo

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

zbMATH Keywords

Lévy processes; comparison theorem; backward doubly stochastic differential equations; Teugels martingales; continuous and linear growth conditions

Mathematics Subject Classification ID

60F05: Central limit and other weak theorems

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

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