Generalized backward doubly stochastic differential equations driven by Lévy processes with continuous coefficients

被引：0

作者：

Auguste Aman

Jean Marc Owo

机构：

[1] Université de Cocody,UFR de Mathématiques et Informatique

来源：

Acta Mathematica Sinica, English Series | 2012年 / 28卷

关键词：

Backward doubly stochastic differential equations; Lévy processes; Teugels martingales; comparison theorem; continuous and linear growth conditions; 60F05; 60H15; 60J30;

D O I：

暂无

中图分类号：

学科分类号：

摘要：

A new class of generalized backward doubly stochastic differential equations (GBDSDEs in short) driven by Teugels martingales associated with Lévy process are investigated. We establish a comparison theorem which allows us to derive an existence result of solutions under continuous and linear growth conditions.

引用

页码：2011 / 2020

页数：9

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