scientific article; zbMATH DE number 6831414

DOI10.6040/J.ISSN.1671-9352.0.2016.327MaRDI QIDQ3131936zbMATH OpenFDO

Authors Xu Yang, Shuo Li

Publication date 29 January 2018

Full work available at URL https://doi.org/10.6040/J.ISSN.1671-9352.0.2016.327

zbMATH Keywords

backward doubly stochastic differential equationscomparison theoremPoisson random measurewhite noise

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) White noise theory (60H40)

Cited in

(1)

• The adapted solutions and comparison theorem for anticipated backward stochastic differential equations with Poisson jumps under the weak conditions

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