Stochastic PDIEs and backward doubly stochastic differential equations driven by Lévy processes

DOI10.1016/j.cam.2008.03.008zbMath1154.60336arXiv0807.2076OpenAlexW2071774526MaRDI QIDQ2378265

Lanying Hu, Yong Ren, Ai-Hong Lin

Publication date: 7 January 2009

Published in: Journal of Computational and Applied Mathematics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/0807.2076

zbMATH Keywords

Lévy processTeugels martingalebackward doubly stochastic differential equationstochastic partial differential integral equation

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Stochastic integral equations (60H20)

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