A comparison theorem for backward doubly stochastic differential equations with jumps

zbMATH Open1199.60230MaRDI QIDQ3403102FDOQ3403102

Authors: Qingfeng Zhu, Guiji Liu, Yufeng Shi 

Publication date: 12 February 2010

Recommendations

• Backward doubly stochastic equations with jumps and comparison theorems
• Backward doubly stochastic differential equation driven by Lévy process: a comparison theorem
• A comparison theorem of backward doubly stochastic differential equations
• scientific article; zbMATH DE number 6501133
• Comparison Theorems of Backward Doubly Stochastic Differential Equations and Applications

zbMATH Keywords

Poisson processcomparison theoremrandom measurebackward doubly stochastic differential equation

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10)

Cited In (10)

• Comparison theorem for stochastic differential delay equations with jumps
• A comparison theorem for backward SPDEs with jumps
• Title not available (Why is that?)
• Title not available (Why is that?)
• A comparison theorem and uniqueness theorem of backward doubly stochastic differential equations
• Backward doubly stochastic equations with jumps and comparison theorems
• The comparison theorem for multidimensional BSDEs with jumps
• A converse comparison theorem for backward stochastic differential equations with jumps
• The adapted solutions and comparison theorem for anticipated backward stochastic differential equations with Poisson jumps under the weak conditions
• Backward doubly stochastic differential equation driven by Lévy process: a comparison theorem

This page was built for publication: A comparison theorem for backward doubly stochastic differential equations with jumps

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3403102)