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

2009/07/16 by Auguste Aman, Aman, Auguste, Jean Marc Owo +1
Mathematics · #60F05 #60H15 #60J30 #FOS: Mathematics #Probability (math.PR) #math.PR #msc:60F05 #msc:60H15 #msc:60J30

paper · pdf · doi:10.48550/arxiv.0907.2785

arxiv created 2009/07/16 · arxiv updated 2009/12/01

Abstract

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

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