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

DOI10.1007/s10114-012-0506-4zbMath1259.60063arXiv1011.3218OpenAlexW2064930447MaRDI 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 processescomparison theorembackward doubly stochastic differential equationsTeugels martingalescontinuous and linear growth conditions

Mathematics Subject Classification ID

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

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