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

Autor

  • Auguste Aman
  • Jean-Marc Owo

Abstrakt

We prove an existence and uniqueness result for generalized backward doubly stochastic differential equations driven by Lévy processes with non-Lipschitz assumptions.
2000 AMS Mathematics Subject Classification: Primary: 60F05, 60H15; Secondary: 60J30

Pobrania

Opublikowane

2010-01-01

Numer

Tom 30 Nr 2 (2010): 30, z. 2, 2010

Dział

Artykuły [1035]