A comparison theorem for backward doubly stochastic differential equations with jumps

MaRDI QIDQ3403102zbMATH OpenFDO

Authors Qingfeng Zhu, Guiji Liu, Yufeng Shi

Publication date 12 February 2010

zbMATH Keywords

Poisson processcomparison theoremrandom measurebackward doubly stochastic differential equation

Mathematics Subject Classification ID

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

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