Discontinuous backward doubly stochastic differential equations with Poisson jumps
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Publication:2361605
DOI10.1007/S13370-016-0434-ZzbMath1367.60074OpenAlexW2400747945MaRDI QIDQ2361605
Publication date: 30 June 2017
Published in: Afrika Matematika (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s13370-016-0434-z
Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Martingales with continuous parameter (60G44) Stochastic integrals (60H05)
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