Backward doubly stochastic differential equation driven by Lévy process: a comparison theorem
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Publication:485441
DOI10.1007/s13370-013-0156-4zbMath1305.60043OpenAlexW2013470008WikidataQ115375875 ScholiaQ115375875MaRDI QIDQ485441
Ibrahima Faye, Ahmadou Bamba Sow
Publication date: 9 January 2015
Published in: Afrika Matematika (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s13370-013-0156-4
Lévy processGronwall lemmaPoisson random measureItō's formulabackward doubly stochastic differential equation
Processes with independent increments; Lévy processes (60G51) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Martingales with continuous parameter (60G44) Stochastic integrals (60H05) Random measures (60G57)
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