Generalized backward doubly stochastic differential equations driven by Lévy processes with non-Lipschitz coefficients

• Autorzy: Aman A. , Owo J.-M.
• Języki publikacji: EN

Abstrakty

EN

We prove an existence and uniqueness result for generalized backward doubly stochastic differential equations driven by Lévy processes with non-Lipschitz assumptions.

Słowa kluczowe

EN

stochastic differential equations; backward doubly stochastic differential equations; Lévy processes; non-Lipschitz coefficients; Teugel martingale

• Wydawca: Wrocław University of Science and Technology
• Czasopismo: Probability and Mathematical Statistics
• Rocznik: 2010
• Tom: Vol. 30, Fasc. 2
• Strony: 259--272
• Opis fizyczny: Bibliogr. 14 poz.

Twórcy

autor

Aman A.

• UFR Mathématiques Informatique, Université de Cocody, 22 BP 582 Abidjan 22

autor

Owo J.-M.

• UFR Mathématiques Informatique, Université de Cocody, 22 BP 582 Abidjan 22

Bibliografia

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