Non-linear time-advanced backward stochastic partial differential equations with jumps

DOI10.1080/07362994.2015.1036166MaRDI QIDQ3448335zbMATH OpenOpenAlexFDO

Authors Olivier Menoukeu-Pamen

Publication date 23 October 2015

Published in Stochastic Analysis and Applications (Search for Journal in Brave)

Full work available at URL http://urn.nb.no/URN:NBN:no-29768

zbMATH Keywords

stochastic evolution equationsLévy processstochastic generalized porous medium equationstime-advanced backward SPDE

Mathematics Subject Classification ID

Processes with independent increments; Lévy processes (60G51) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Stochastic integrals (60H05)

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Cited in

(3)

• Backward stochastic differential equations with jumps and related nonlinear expectations
• Some existence results for advanced backward stochastic differential equations with a jump time
• Well-posedness for anticipated backward stochastic Schrödinger equations

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