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Generalized Backward Doubly Stochastic Differential Equations Driven by Levy Processes with Continuous Coefficients

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摘要 Anewclassofgeneralizedbackwarddoublystochasticdifferentialequations(GBDSDEsinshort)drivenbyTeugelsmartingalesassociatedwithLévyprocessareinvestigated.Weestablishacomparisontheoremwhichallowsustoderiveanexistenceresultofsolutionsundercontinuousandlineargrowthconditions.

DOI 3j7ozlzv41/1165553

作者 Auguste AMAN Jean Marc OWO

机构地区不详

出处《数学学报：英文版》 2012年10期

关键词倒向随机微分方程过程驱动广义 LEVY过程比较定理鞅

分类 [理学][基础数学]

出版日期 2012年10月20日（中国Betway体育网页登陆平台首次上网日期，不代表论文的发表时间）

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数学学报：英文版

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倒向随机微分方程过程驱动广义 LEVY过程比较定理鞅

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